+0.7%
CLF vs MULL
+2,337.2%
-2,336.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +2.1% |
| 7D | -3.5% | -8.4% | +4.9% | -2.2% |
| 30D | -1.6% | +9.7% | -11.2% | -3.8% |
| 3M | -12.0% | -26.8% | +14.7% | -14.0% |
| 6M | +30.0% | +220.7% | -190.7% | -11.4% |
| YTD | -9.2% | +509.0% | -518.2% | -48.7% |
| 1Y | +2.3% | +1,739.5% | -1,737.2% | -58.4% |
| All | +0.7% | +2,337.2% | -2,336.5% | -68.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling