-13.7%
CLF vs MXL
+186.9%
-200.6%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.0% | -7.7% | -2.6% |
| 7D | +6.5% | +15.5% | -9.0% | +4.3% |
| 30D | +0.2% | -11.3% | +11.6% | +1.5% |
| 3M | -3.1% | -16.1% | +13.0% | -4.6% |
| 6M | +25.0% | +323.0% | -298.0% | -16.6% |
| YTD | -7.5% | +281.5% | -289.0% | -37.0% |
| 1Y | +11.5% | +319.3% | -307.8% | -26.2% |
| 3Y | -13.7% | +189.4% | -203.1% | -41.1% |
| All | -13.7% | +186.9% | -200.6% | -41.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling