+20.4%
CLF vs MTZ
-7.9%
+28.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.3% | -2.0% | -2.9% |
| 7D | +10.4% | +5.0% | +5.4% | +8.9% |
| 30D | +0.6% | -6.0% | +6.6% | +1.8% |
| 3M | +4.1% | -36.1% | +40.2% | +14.1% |
| 6M | +15.1% | -56.9% | +72.0% | +36.1% |
| YTD | -4.7% | -15.9% | +11.2% | -16.0% |
| 1Y | +20.4% | -3.8% | +24.2% | -7.9% |
| All | +20.4% | -7.9% | +28.3% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 1y: compounded portfolio wealth divided by compounded MTZ 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…
1y analysis · Full analysis span regression · 6 months rolling