-14.2%
CLF vs MKSI
+191.6%
-205.8%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.7% | +6.6% | -9.3% | -5.1% |
| 30D | -3.2% | -8.2% | +5.0% | -0.1% |
| 3M | -5.0% | -16.4% | +11.5% | -2.1% |
| 6M | +26.6% | +23.0% | +3.6% | +9.3% |
| YTD | -9.0% | +68.2% | -77.1% | -32.5% |
| 1Y | +11.8% | +148.6% | -136.7% | -31.2% |
| All | -14.2% | +191.6% | -205.8% | -48.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKSI.
Daily Out/Under-Performance
Portfolio return minus MKSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKSI 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 MKSI 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