+189.8%
MU vs CLF
+14.6%
+175.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.0% | -0.7% | +3.3% |
| 7D | -12.0% | -14.1% | +2.0% | -6.2% |
| 30D | -28.7% | -5.5% | -23.2% | -26.9% |
| 3M | -16.4% | 0.0% | -16.4% | -16.8% |
| 6M | -1.8% | +11.3% | -13.1% | -6.2% |
| YTD | +157.1% | -7.7% | +164.7% | +151.3% |
| All | +189.8% | +14.6% | +175.2% | +142.0% |
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