+236.9%
MU vs CLF
+27.9%
+208.9%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +2.2% | +9.7% | +11.0% |
| 7D | +2.0% | +2.3% | -0.3% | +1.6% |
| 30D | -18.0% | +1.9% | -19.9% | -18.5% |
| 3M | -6.6% | +5.9% | -12.5% | -9.1% |
| 6M | +2.0% | +16.9% | -14.9% | -4.7% |
| YTD | +184.5% | -1.1% | +185.5% | +170.6% |
| 1Y | +236.9% | +28.8% | +208.0% | +173.9% |
| All | +236.9% | +27.9% | +208.9% | +173.9% |
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 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