+855.4%
MU vs CLF
-33.4%
+888.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.7% | +3.4% | +4.5% |
| 7D | -22.0% | -19.6% | -2.4% | -15.6% |
| 30D | -36.6% | -5.0% | -31.6% | -35.4% |
| 3M | -21.7% | -6.3% | -15.4% | -20.4% |
| 6M | +3.5% | +2.8% | +0.8% | +1.6% |
| YTD | +141.9% | -13.7% | +155.6% | +145.8% |
| 1Y | +189.8% | +13.6% | +176.3% | +169.7% |
| 3Y | +855.4% | -34.0% | +889.4% | +840.4% |
| All | +855.4% | -33.4% | +888.8% | +840.4% |
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