+127.6%
CLF vs MKC
+26.7%
+100.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.4% |
| 7D | -2.7% | -4.3% | +1.7% | -1.7% |
| 30D | -3.2% | -3.1% | -0.1% | -2.7% |
| 3M | -5.0% | +6.8% | -11.8% | -7.2% |
| 6M | +26.6% | -18.3% | +44.9% | +32.5% |
| YTD | -9.0% | -23.1% | +14.1% | -3.4% |
| 1Y | +11.8% | -23.7% | +35.5% | +18.6% |
| 3Y | -15.1% | -31.0% | +15.9% | -8.8% |
| 5Y | -48.2% | -33.5% | -14.7% | -43.6% |
| 10Y | +127.6% | +30.3% | +97.3% | +141.9% |
| All | +127.6% | +26.7% | +100.9% | +141.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling