+554.8%
MA vs CLF
+92.7%
+462.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.0% | -6.5% | -0.5% |
| 7D | -0.3% | -14.1% | +13.7% | +1.6% |
| 30D | +11.3% | -5.5% | +16.9% | +11.5% |
| 3M | +16.7% | 0.0% | +16.7% | +15.5% |
| 6M | +32.8% | +11.3% | +21.5% | +27.9% |
| YTD | +15.6% | -7.7% | +23.3% | +13.2% |
| 1Y | +19.6% | +17.5% | +2.0% | +12.5% |
| 3Y | +72.1% | -25.4% | +97.5% | +63.8% |
| 5Y | +96.0% | -46.0% | +142.0% | +89.6% |
| 10Y | +554.8% | +80.1% | +474.7% | +335.1% |
| All | +554.8% | +92.7% | +462.1% | +335.1% |
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