+4,271.9%
MU vs CLF
+92.7%
+4,179.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.0% | -0.7% | +4.2% |
| 7D | -12.0% | -14.1% | +2.0% | -7.6% |
| 30D | -28.7% | -5.5% | -23.2% | -27.5% |
| 3M | -16.4% | 0.0% | -16.4% | -16.9% |
| 6M | -1.8% | +11.3% | -13.1% | -5.7% |
| YTD | +157.1% | -7.7% | +164.7% | +156.0% |
| 1Y | +208.5% | +17.5% | +191.0% | +186.8% |
| 3Y | +906.2% | -25.4% | +931.6% | +880.6% |
| 5Y | +893.4% | -46.0% | +939.4% | +899.4% |
| 10Y | +4,271.9% | +80.1% | +4,191.8% | +2,668.5% |
| All | +4,271.9% | +92.7% | +4,179.2% | +2,668.5% |
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