+18.5%
CLF vs MTB
+21.0%
-2.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +16.0% | 0.0% | +16.0% | +15.9% |
| 30D | +1.6% | +0.8% | +0.8% | +1.1% |
| 3M | +6.7% | -12.8% | +19.5% | +17.8% |
| 6M | +21.1% | +6.7% | +14.4% | +10.7% |
| YTD | -1.6% | +11.3% | -12.9% | -8.4% |
| 1Y | +18.5% | +20.2% | -1.7% | +8.5% |
| All | +18.5% | +21.0% | -2.5% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MTB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling