+15.4%
CLF vs MULL
+290.4%
-275.0%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +11.8% | -10.0% | +0.5% |
| 7D | +7.6% | +17.3% | -9.7% | +5.6% |
| 30D | -1.2% | +23.5% | -24.7% | -3.9% |
| 3M | -13.4% | -24.0% | +10.6% | -15.4% |
| 6M | +15.4% | +276.7% | -261.3% | -9.1% |
| All | +15.4% | +290.4% | -275.0% | -9.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling