+226.4%
MU vs CLF
+26.4%
+200.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +21.6% | +16.0% | +5.7% | +14.4% |
| 30D | -16.2% | +1.6% | -17.9% | -16.7% |
| 3M | -12.4% | +6.7% | -19.1% | -15.0% |
| 6M | +4.2% | +21.1% | -16.9% | -4.0% |
| YTD | +180.0% | -1.6% | +181.5% | +166.3% |
| 1Y | +226.4% | +18.5% | +207.9% | +177.2% |
| All | +226.4% | +26.4% | +200.0% | +177.2% |
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