-25.4%
CLF vs MKC
-20.6%
-4.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | -1.1% | +8.1% | +6.9% |
| 7D | -14.1% | -1.9% | -12.2% | -14.1% |
| 30D | -5.5% | +8.0% | -13.5% | -5.6% |
| 3M | 0.0% | -8.6% | +8.6% | +0.5% |
| 6M | +11.3% | +1.1% | +10.2% | +10.6% |
| YTD | -7.7% | -27.7% | +20.0% | -3.0% |
| 1Y | +17.5% | -23.7% | +41.3% | +22.2% |
| 3Y | -25.4% | -19.4% | -6.0% | -26.9% |
| All | -25.4% | -20.6% | -4.8% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling