+124.6%
CLF vs MTCH
+208.0%
-83.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +1.5% |
| 7D | -3.5% | +1.3% | -4.8% | -3.9% |
| 30D | -1.6% | +15.9% | -17.4% | -6.2% |
| 3M | -12.0% | +23.3% | -35.3% | -18.6% |
| 6M | +30.0% | +40.1% | -10.2% | +15.5% |
| YTD | -9.2% | +33.6% | -42.8% | -18.5% |
| 1Y | +2.3% | +14.1% | -11.8% | -3.6% |
| 3Y | -14.4% | +1.4% | -15.8% | -18.3% |
| 5Y | -48.3% | -73.1% | +24.8% | -32.1% |
| All | +124.6% | +208.0% | -83.4% | +31.1% |
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