+1,362.4%
MU vs CLF
-18.8%
+1,381.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.5% |
| 7D | +9.0% | +7.6% | +1.4% | +6.3% |
| 30D | +13.8% | -1.2% | +15.0% | +14.0% |
| 3M | +2.1% | -13.4% | +15.5% | +6.1% |
| 6M | +153.8% | +15.4% | +138.4% | +140.0% |
| YTD | +256.4% | -5.9% | +262.3% | +252.7% |
| 1Y | +719.8% | +18.8% | +700.9% | +634.3% |
| All | +1,362.4% | -18.8% | +1,381.3% | +1,251.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling