+83.5%
CLF vs MKC
+21.5%
+62.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.4% | +7.3% | +5.4% |
| 7D | -9.1% | -2.4% | -6.6% | -8.8% |
| 30D | -0.9% | +5.4% | -6.3% | -2.5% |
| 3M | +3.0% | -11.1% | +14.1% | +4.9% |
| 6M | +16.7% | -1.4% | +18.1% | +15.1% |
| YTD | -3.2% | -29.4% | +26.3% | +4.1% |
| 1Y | +24.6% | -24.7% | +49.3% | +31.4% |
| 3Y | -22.3% | -21.8% | -0.5% | -20.6% |
| 5Y | -41.2% | -36.0% | -5.2% | -35.8% |
| 10Y | +83.5% | +24.9% | +58.6% | +109.6% |
| All | +83.5% | +21.5% | +62.1% | +109.6% |
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