+20.2%
CLF vs MXL
+276.5%
-256.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -11.1% | +1.9% | -8.0% |
| 7D | -7.9% | -24.3% | +16.5% | -5.3% |
| 30D | +5.2% | -46.1% | +51.4% | +11.1% |
| 3M | +4.3% | -21.8% | +26.1% | +5.8% |
| 6M | +25.3% | -27.2% | +52.5% | +23.8% |
| YTD | -3.3% | +226.2% | -229.5% | -32.7% |
| 1Y | +20.2% | +297.0% | -276.8% | -22.3% |
| All | +20.2% | +276.5% | -256.3% | -22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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