+568.4%
MA vs CLF
+82.3%
+486.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | -0.2% |
| 7D | +1.8% | -9.1% | +10.9% | +2.9% |
| 30D | +11.8% | -0.9% | +12.8% | +11.3% |
| 3M | +17.2% | +3.0% | +14.2% | +15.5% |
| 6M | +33.4% | +16.7% | +16.7% | +27.6% |
| YTD | +16.1% | -3.2% | +19.3% | +12.9% |
| 1Y | +19.9% | +24.6% | -4.7% | +11.8% |
| 3Y | +70.1% | -22.3% | +92.4% | +60.9% |
| 5Y | +89.6% | -41.2% | +130.8% | +81.0% |
| 10Y | +568.4% | +83.5% | +484.9% | +340.2% |
| All | +568.4% | +82.3% | +486.1% | +340.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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