-14.2%
CLF vs MCO
+42.5%
-56.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.1% |
| 7D | -2.7% | -3.1% | +0.5% | -1.6% |
| 30D | -3.2% | -0.5% | -2.7% | -3.3% |
| 3M | -5.0% | +5.7% | -10.6% | -8.2% |
| 6M | +26.6% | +3.0% | +23.6% | +23.4% |
| YTD | -9.0% | -6.5% | -2.5% | -7.8% |
| 1Y | +11.8% | -5.8% | +17.6% | +12.2% |
| All | -14.2% | +42.5% | -56.7% | -31.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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