+19.9%
MA vs CLF
+20.2%
-0.3%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.9% | -4.4% | +0.4% |
| 7D | +1.8% | -9.1% | +10.9% | +1.9% |
| 30D | +11.8% | -0.9% | +12.8% | +11.7% |
| 3M | +17.2% | +3.0% | +14.2% | +16.7% |
| 6M | +33.4% | +16.7% | +16.7% | +31.4% |
| YTD | +16.1% | -3.2% | +19.3% | +14.5% |
| 1Y | +19.9% | +24.6% | -4.7% | +15.1% |
| All | +19.9% | +20.2% | -0.3% | +15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling