+92.3%
MA vs CLF
-51.2%
+143.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.7% |
| 7D | +2.3% | -19.6% | +21.9% | +4.4% |
| 30D | +14.7% | -5.0% | +19.6% | +14.7% |
| 3M | +13.5% | -6.3% | +19.8% | +13.4% |
| 6M | +33.1% | +2.8% | +30.3% | +30.5% |
| YTD | +15.1% | -13.7% | +28.8% | +14.1% |
| 1Y | +18.7% | +13.6% | +5.1% | +13.5% |
| 3Y | +72.1% | -34.0% | +106.1% | +69.9% |
| All | +92.3% | -51.2% | +143.5% | +89.9% |
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