+73.1%
MA vs CLF
-47.7%
+120.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.8% | -2.9% | -1.3% |
| 7D | -2.7% | +7.6% | -10.3% | -3.5% |
| 30D | +1.5% | -1.2% | +2.7% | +1.5% |
| 3M | +20.4% | -13.4% | +33.8% | +21.7% |
| 6M | +11.1% | +15.4% | -4.3% | +7.9% |
| YTD | +2.0% | -5.9% | +7.8% | +0.8% |
| 1Y | -2.2% | +18.8% | -21.0% | -7.5% |
| 3Y | +41.9% | -19.4% | +61.3% | +36.1% |
| All | +73.1% | -47.7% | +120.8% | +71.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling