-41.8%
CLF vs MTB
+61.4%
-103.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.6% |
| 7D | +10.4% | +1.5% | +8.8% | +9.3% |
| 30D | +0.6% | +2.3% | -1.8% | -1.2% |
| 3M | +4.1% | -12.1% | +16.2% | +13.2% |
| 6M | +15.1% | +9.8% | +5.3% | +7.0% |
| YTD | -4.7% | +12.0% | -16.7% | -12.3% |
| 1Y | +20.4% | +22.0% | -1.7% | +4.6% |
| 3Y | -23.4% | +107.6% | -131.0% | -50.5% |
| All | -41.8% | +61.4% | -103.1% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling