+53.0%
MDT vs CLF
-33.4%
+86.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.7% | -4.6% | -2.9% |
| 7D | +5.4% | -19.6% | +25.0% | +6.0% |
| 30D | +19.1% | -5.0% | +24.0% | +18.9% |
| 3M | +19.5% | -6.3% | +25.8% | +19.2% |
| 6M | +33.5% | +2.8% | +30.7% | +32.1% |
| YTD | +8.7% | -13.7% | +22.4% | +8.1% |
| 1Y | +16.8% | +13.6% | +3.2% | +14.5% |
| 3Y | +53.0% | -34.0% | +87.0% | +47.0% |
| All | +53.0% | -33.4% | +86.4% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling