+4,609.2%
MU vs CLF
+83.8%
+4,525.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.2% |
| 7D | +2.0% | +2.3% | -0.3% | +1.8% |
| 30D | -18.0% | +1.9% | -19.9% | -18.4% |
| 3M | -6.6% | +5.9% | -12.5% | -8.6% |
| 6M | +2.0% | +16.9% | -14.9% | -3.5% |
| YTD | +184.5% | -1.1% | +185.5% | +177.5% |
| 1Y | +236.9% | +28.8% | +208.0% | +205.0% |
| 3Y | +987.0% | -20.6% | +1,007.6% | +939.7% |
| 5Y | +1,014.6% | -41.5% | +1,056.1% | +995.8% |
| 10Y | +4,609.2% | +87.5% | +4,521.7% | +2,767.8% |
| All | +4,609.2% | +83.8% | +4,525.4% | +2,767.8% |
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