-34.0%
CLF vs MTB
+95.2%
-129.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.4% |
| 7D | -19.6% | -1.3% | -18.2% | -18.7% |
| 30D | -5.0% | +0.5% | -5.5% | -5.6% |
| 3M | -6.3% | -12.4% | +6.1% | +3.5% |
| 6M | +2.8% | +1.5% | +1.3% | 0.0% |
| YTD | -13.7% | +10.3% | -24.0% | -21.2% |
| 1Y | +13.6% | +22.2% | -8.6% | -4.5% |
| 3Y | -34.0% | +96.9% | -130.9% | -55.2% |
| All | -34.0% | +95.2% | -129.2% | -55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling