-41.5%
CLF vs MXL
-10.3%
-31.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +11.4% | -9.2% | 0.0% |
| 7D | +2.3% | +5.5% | -3.1% | +1.0% |
| 30D | +1.9% | -32.6% | +34.6% | +8.7% |
| 3M | +5.9% | -13.1% | +19.0% | +6.1% |
| 6M | +16.9% | -41.4% | +58.3% | +20.2% |
| YTD | -1.1% | +243.9% | -245.0% | -37.3% |
| 1Y | +28.8% | +305.1% | -276.2% | -22.0% |
| 3Y | -20.6% | +260.1% | -280.7% | -57.3% |
| 5Y | -41.5% | -12.1% | -29.5% | -57.9% |
| All | -41.5% | -10.3% | -31.3% | -57.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling