+7,983.2%
MDT vs CLF
+714.0%
+7,269.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.8% | -0.6% | +1.0% |
| 7D | +3.2% | +7.6% | -4.4% | +2.5% |
| 30D | +9.5% | -1.2% | +10.7% | +9.5% |
| 3M | +16.0% | -13.4% | +29.4% | +16.9% |
| 6M | +0.2% | +15.4% | -15.2% | -2.2% |
| YTD | -0.3% | -5.9% | +5.6% | -1.2% |
| 1Y | +4.7% | +18.8% | -14.1% | +0.4% |
| 3Y | +26.5% | -19.4% | +45.9% | +22.1% |
| 5Y | -18.2% | -47.7% | +29.5% | -19.6% |
| 10Y | +40.0% | +130.4% | -90.4% | +8.7% |
| All | +7,983.2% | +714.0% | +7,269.2% | +3,790.9% |
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 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