+20.2%
CLF vs MULL
+444.9%
-424.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -13.8% | +4.6% | -7.6% |
| 7D | -7.9% | -35.9% | +28.0% | -3.5% |
| 30D | +5.2% | -47.3% | +52.6% | +12.1% |
| 3M | +4.3% | -30.6% | +34.9% | +7.2% |
| 6M | +25.3% | +13.7% | +11.6% | +14.0% |
| YTD | -3.3% | +272.1% | -275.4% | -22.6% |
| 1Y | +20.2% | +475.1% | -454.8% | -8.2% |
| All | +20.2% | +444.9% | -424.6% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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