+40.6%
MDT vs CLF
+116.4%
-75.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.4% |
| 7D | -0.3% | -2.7% | +2.3% | -0.1% |
| 30D | +2.8% | -3.2% | +6.0% | +3.0% |
| 3M | +13.1% | -5.0% | +18.1% | +13.0% |
| 6M | +2.3% | +26.6% | -24.3% | -1.2% |
| YTD | -2.7% | -9.0% | +6.3% | -3.4% |
| 1Y | +0.9% | +11.8% | -11.0% | -3.0% |
| 3Y | +26.8% | -15.1% | +41.9% | +21.2% |
| 5Y | -19.5% | -48.2% | +28.7% | -20.8% |
| 10Y | +40.6% | +127.6% | -87.0% | +4.8% |
| All | +40.6% | +116.4% | -75.8% | +4.8% |
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