+11.8%
CLF vs MXL
+349.5%
-337.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +7.5% | -9.2% | -2.4% |
| 7D | -2.7% | +19.0% | -21.6% | -4.5% |
| 30D | -3.2% | +4.5% | -7.7% | -3.9% |
| 3M | -5.0% | -1.5% | -3.4% | -8.3% |
| 6M | +26.6% | +348.6% | -322.0% | -20.9% |
| YTD | -9.0% | +310.3% | -319.2% | -41.7% |
| 1Y | +11.8% | +344.7% | -332.9% | -32.2% |
| All | +11.8% | +349.5% | -337.6% | -32.2% |
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