+696.9%
CLF vs MKC
+3,376.8%
-2,679.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.0% | +2.7% | +2.1% |
| 7D | +7.6% | -5.9% | +13.4% | +9.5% |
| 30D | -1.2% | -0.9% | -0.3% | -1.1% |
| 3M | -13.4% | +12.7% | -26.1% | -17.4% |
| 6M | +15.4% | -19.3% | +34.7% | +21.6% |
| YTD | -5.9% | -22.2% | +16.3% | 0.0% |
| 1Y | +18.8% | -23.3% | +42.2% | +26.5% |
| 3Y | -19.4% | -30.0% | +10.6% | -13.2% |
| 5Y | -47.7% | -33.8% | -14.0% | -43.0% |
| 10Y | +130.4% | +24.4% | +105.9% | +98.2% |
| All | +696.9% | +3,376.8% | -2,679.9% | +273.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling