+68,550.7%
MU vs CLF
+633.9%
+67,916.7%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -12.2% | -5.2% | -14.4% |
| 7D | -29.7% | -21.0% | -8.8% | -25.1% |
| 30D | -37.2% | -8.0% | -29.2% | -35.9% |
| 3M | -26.5% | -10.9% | -15.6% | -24.7% |
| 6M | +2.6% | +5.8% | -3.3% | +0.4% |
| YTD | +130.1% | -15.1% | +145.3% | +134.6% |
| 1Y | +176.7% | +7.2% | +169.5% | +165.8% |
| 3Y | +813.1% | -34.2% | +847.3% | +829.6% |
| 5Y | +822.0% | -49.6% | +871.6% | +855.2% |
| 10Y | +3,936.2% | +109.9% | +3,826.3% | +2,375.1% |
| All | +68,550.7% | +633.9% | +67,916.7% | +20,818.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling