-47.0%
CLF vs MTCH
-73.0%
+26.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.4% |
| 3M | -3.1% | +21.0% | -24.1% | -10.6% |
| 6M | +25.0% | +36.6% | -11.6% | +10.3% |
| YTD | -7.5% | +29.7% | -37.1% | -17.3% |
| 1Y | +11.5% | +8.6% | +2.9% | +6.2% |
| 3Y | -13.7% | -2.7% | -11.0% | -17.4% |
| 5Y | -47.0% | -72.9% | +25.9% | -38.7% |
| All | -47.0% | -73.0% | +26.0% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling