+127.6%
CLF vs MXL
+273.2%
-145.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -3.6% |
| 7D | -2.7% | +19.0% | -21.6% | -7.2% |
| 30D | -3.2% | +4.5% | -7.7% | -5.2% |
| 3M | -5.0% | -1.5% | -3.4% | -11.4% |
| 6M | +26.6% | +348.6% | -322.0% | -36.0% |
| YTD | -9.0% | +310.3% | -319.2% | -52.9% |
| 1Y | +11.8% | +344.7% | -332.9% | -44.4% |
| 3Y | -15.1% | +211.2% | -226.3% | -60.7% |
| 5Y | -48.2% | +34.8% | -83.0% | -70.1% |
| 10Y | +127.6% | +286.5% | -159.0% | -35.8% |
| All | +127.6% | +273.2% | -145.6% | -35.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling