+950.8%
MU vs CLF
-22.9%
+973.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.2% | +0.7% | -1.4% |
| 7D | +12.8% | +10.4% | +2.4% | +9.0% |
| 30D | -14.9% | +0.6% | -15.4% | -14.9% |
| 3M | -18.0% | +4.1% | -22.2% | -19.6% |
| 6M | -3.1% | +15.1% | -18.2% | -8.6% |
| YTD | +172.9% | -4.7% | +177.6% | +168.0% |
| 1Y | +228.8% | +20.4% | +208.5% | +199.9% |
| 3Y | +950.8% | -23.4% | +974.2% | +892.4% |
| All | +950.8% | -22.9% | +973.8% | +892.4% |
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