+11.8%
CLF vs MTB
+22.9%
-11.1%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -2.7% | +1.1% | -3.7% | -3.5% |
| 30D | -3.2% | -4.6% | +1.4% | +0.3% |
| 3M | -5.0% | +6.3% | -11.2% | -10.5% |
| 6M | +26.6% | +15.6% | +11.0% | +10.2% |
| YTD | -9.0% | +20.6% | -29.5% | -20.4% |
| 1Y | +11.8% | +22.5% | -10.7% | -9.6% |
| All | +11.8% | +22.9% | -11.1% | -9.6% |
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