+327.4%
CLF vs MCO
+7,698.6%
-7,371.2%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.1% | +3.9% | +2.9% |
| 7D | +7.6% | -4.2% | +11.7% | +9.9% |
| 30D | -1.2% | +2.2% | -3.4% | -2.7% |
| 3M | -13.4% | +10.1% | -23.5% | -18.9% |
| 6M | +15.4% | +5.3% | +10.2% | +10.5% |
| YTD | -5.9% | -2.7% | -3.1% | -7.4% |
| 1Y | +18.8% | -0.4% | +19.2% | +14.5% |
| 3Y | -19.4% | +49.0% | -68.4% | -38.2% |
| 5Y | -47.7% | +33.6% | -81.4% | -57.5% |
| 10Y | +130.4% | +395.3% | -264.9% | -6.0% |
| All | +327.4% | +7,698.6% | -7,371.2% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling