+74.6%
CLF vs MTCH
+142.9%
-68.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +10.4% | +6.7% | +3.7% | +8.3% |
| 30D | +0.6% | -1.8% | +2.4% | +0.8% |
| 3M | +4.1% | +12.2% | -8.1% | -0.2% |
| 6M | +15.1% | +16.6% | -1.5% | +8.1% |
| YTD | -4.7% | +31.8% | -36.6% | -14.5% |
| 1Y | +20.4% | +30.8% | -10.5% | +8.2% |
| 3Y | -23.4% | +49.6% | -73.0% | -34.6% |
| 5Y | -43.3% | -70.3% | +27.1% | -27.6% |
| All | +74.6% | +142.9% | -68.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling