-13.7%
CLF vs MTCH
-3.6%
-10.1%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | +6.5% | -1.8% | +8.3% | +7.2% |
| 30D | +0.2% | +10.4% | -10.2% | -3.7% |
| 3M | -3.1% | +21.0% | -24.1% | -11.4% |
| 6M | +25.0% | +36.6% | -11.6% | +8.6% |
| YTD | -7.5% | +29.7% | -37.1% | -18.4% |
| 1Y | +11.5% | +8.6% | +2.9% | +6.1% |
| 3Y | -13.7% | -2.7% | -11.0% | -14.0% |
| All | -13.7% | -3.6% | -10.1% | -14.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling