-48.2%
CLF vs MCO
+29.3%
-77.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -0.9% |
| 7D | -2.7% | -3.1% | +0.5% | -1.0% |
| 30D | -3.2% | -0.5% | -2.7% | -3.4% |
| 3M | -5.0% | +5.7% | -10.6% | -9.5% |
| 6M | +26.6% | +3.0% | +23.6% | +22.2% |
| YTD | -9.0% | -6.5% | -2.5% | -8.1% |
| 1Y | +11.8% | -5.8% | +17.6% | +11.3% |
| 3Y | -15.1% | +43.1% | -58.2% | -39.1% |
| 5Y | -48.2% | +29.5% | -77.7% | -62.1% |
| All | -48.2% | +29.3% | -77.5% | -62.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling