+265.1%
MU vs CLF
+12.5%
+252.6%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -9.2% | +2.2% | -3.7% |
| 7D | -19.1% | -7.9% | -11.2% | -16.7% |
| 30D | -25.2% | +5.2% | -30.5% | -27.0% |
| 3M | -10.9% | +4.3% | -15.2% | -13.2% |
| 6M | +38.0% | +25.3% | +12.7% | +26.5% |
| YTD | +178.8% | -3.3% | +182.1% | +167.6% |
| 1Y | +265.1% | +20.2% | +244.9% | +218.1% |
| All | +265.1% | +12.5% | +252.6% | +218.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling