+15,692.2%
MA vs CLF
-24.1%
+15,716.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -12.2% | +9.7% | -0.7% |
| 7D | +3.2% | -21.0% | +24.1% | +6.7% |
| 30D | +15.9% | -8.0% | +23.9% | +16.7% |
| 3M | +15.2% | -10.9% | +26.1% | +16.0% |
| 6M | +32.4% | +5.8% | +26.6% | +28.2% |
| YTD | +15.6% | -15.1% | +30.8% | +14.6% |
| 1Y | +19.3% | +7.2% | +12.1% | +13.7% |
| 3Y | +73.0% | -34.2% | +107.1% | +67.4% |
| 5Y | +93.7% | -49.6% | +143.3% | +88.8% |
| 10Y | +575.0% | +109.9% | +465.1% | +354.3% |
| All | +15,692.2% | -24.1% | +15,716.2% | +7,876.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling