-13.7%
CLF vs MKC
-29.9%
+16.2%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.7% |
| 7D | +6.5% | -4.3% | +10.8% | +6.8% |
| 30D | +0.2% | -2.0% | +2.2% | +0.3% |
| 3M | -3.1% | +10.0% | -13.1% | -4.5% |
| 6M | +25.0% | -18.5% | +43.5% | +30.3% |
| YTD | -7.5% | -22.4% | +15.0% | -3.0% |
| 1Y | +11.5% | -23.6% | +35.2% | +17.1% |
| 3Y | -13.7% | -30.4% | +16.7% | -9.1% |
| All | -13.7% | -29.9% | +16.2% | -9.1% |
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