+87.5%
CLF vs MXL
+191.0%
-103.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | -0.8% |
| 7D | +2.3% | +5.5% | -3.1% | +0.4% |
| 30D | +1.9% | -32.6% | +34.6% | +11.5% |
| 3M | +5.9% | -13.1% | +19.0% | +5.8% |
| 6M | +16.9% | -41.4% | +58.3% | +20.9% |
| YTD | -1.1% | +243.9% | -245.0% | -47.5% |
| 1Y | +28.8% | +305.1% | -276.2% | -35.7% |
| 3Y | -20.6% | +260.1% | -280.7% | -66.1% |
| 5Y | -41.5% | -12.1% | -29.5% | -60.7% |
| 10Y | +87.5% | +182.8% | -95.3% | -38.4% |
| All | +87.5% | +191.0% | -103.5% | -38.4% |
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