+696.9%
CLF vs MTB
+8,294.1%
-7,597.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +7.6% | +1.7% | +5.8% | +6.4% |
| 30D | -1.2% | -4.2% | +3.0% | +1.6% |
| 3M | -13.4% | +8.9% | -22.2% | -18.2% |
| 6M | +15.4% | +10.9% | +4.5% | +8.0% |
| YTD | -5.9% | +21.5% | -27.4% | -16.7% |
| 1Y | +18.8% | +21.9% | -3.1% | +4.7% |
| 3Y | -19.4% | +109.2% | -128.7% | -49.3% |
| 5Y | -47.7% | +102.0% | -149.7% | -67.5% |
| 10Y | +130.4% | +171.9% | -41.6% | +20.6% |
| All | +696.9% | +8,294.1% | -7,597.2% | +81.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling