-23.4%
CLF vs MXL
+237.7%
-261.0%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.4% | +2.2% | -2.3% |
| 7D | +10.4% | +13.4% | -3.0% | +8.0% |
| 30D | +0.6% | -29.2% | +29.8% | +5.5% |
| 3M | +4.1% | -27.2% | +31.3% | +7.3% |
| 6M | +15.1% | -36.4% | +51.5% | +16.1% |
| YTD | -4.7% | +220.0% | -224.8% | -35.7% |
| 1Y | +20.4% | +304.8% | -284.4% | -23.4% |
| 3Y | -23.4% | +238.5% | -261.9% | -58.0% |
| All | -23.4% | +237.7% | -261.0% | -58.0% |
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