+428.2%
CLF vs MTCH
+14,599.3%
-14,171.1%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.9% | -3.1% |
| 7D | +10.4% | +6.7% | +3.7% | +9.1% |
| 30D | +0.6% | -1.8% | +2.4% | +0.8% |
| 3M | +4.1% | +12.2% | -8.1% | +1.5% |
| 6M | +15.1% | +16.6% | -1.5% | +10.8% |
| YTD | -4.7% | +31.8% | -36.6% | -10.6% |
| 1Y | +20.4% | +30.8% | -10.5% | +13.0% |
| 3Y | -23.4% | +49.6% | -73.0% | -30.1% |
| 5Y | -43.3% | -70.3% | +27.1% | -33.2% |
| 10Y | +80.5% | +155.1% | -74.5% | +44.0% |
| All | +428.2% | +14,599.3% | -14,171.1% | +243.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling