-47.0%
CLF vs MKC
-33.2%
-13.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | +6.5% | -4.3% | +10.8% | +7.5% |
| 30D | +0.2% | -2.0% | +2.2% | +0.5% |
| 3M | -3.1% | +10.0% | -13.1% | -6.2% |
| 6M | +25.0% | -18.5% | +43.5% | +32.3% |
| YTD | -7.5% | -22.4% | +15.0% | -0.9% |
| 1Y | +11.5% | -23.6% | +35.2% | +19.7% |
| 3Y | -13.7% | -30.4% | +16.7% | -6.0% |
| 5Y | -47.0% | -34.2% | -12.8% | -34.5% |
| All | -47.0% | -33.2% | -13.7% | -34.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling