+106,206.6%
MU vs CLF
+714.0%
+105,492.6%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.8% | +4.3% | +5.6% |
| 7D | +9.0% | +7.6% | +1.4% | +7.0% |
| 30D | +13.8% | -1.2% | +15.0% | +13.9% |
| 3M | +2.1% | -13.4% | +15.5% | +5.2% |
| 6M | +153.8% | +15.4% | +138.4% | +143.0% |
| YTD | +256.4% | -5.9% | +262.3% | +254.8% |
| 1Y | +719.8% | +18.8% | +700.9% | +657.9% |
| 3Y | +1,360.4% | -19.4% | +1,379.8% | +1,312.3% |
| 5Y | +1,312.4% | -47.7% | +1,360.1% | +1,342.2% |
| 10Y | +6,142.6% | +130.4% | +6,012.2% | +3,608.3% |
| All | +106,206.6% | +714.0% | +105,492.6% | +31,536.7% |
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