+4,277.4%
MU vs CLF
+82.3%
+4,195.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -6.0% | -2.5% |
| 7D | -15.2% | -9.1% | -6.1% | -12.5% |
| 30D | -29.5% | -0.9% | -28.6% | -29.3% |
| 3M | -15.8% | +3.0% | -18.7% | -17.0% |
| 6M | -2.9% | +16.7% | -19.6% | -8.1% |
| YTD | +154.2% | -3.2% | +157.4% | +149.5% |
| 1Y | +186.6% | +24.6% | +162.0% | +161.8% |
| 3Y | +871.5% | -22.3% | +893.8% | +834.6% |
| 5Y | +911.7% | -41.2% | +952.9% | +893.2% |
| 10Y | +4,277.4% | +83.5% | +4,193.8% | +2,606.3% |
| All | +4,277.4% | +82.3% | +4,195.1% | +2,606.3% |
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