-41.8%
CLF vs MKSI
+33.5%
-75.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.1% |
| 7D | +10.4% | +12.2% | -1.8% | +5.2% |
| 30D | +0.6% | -8.0% | +8.6% | +3.9% |
| 3M | +4.1% | -29.5% | +33.6% | +19.1% |
| 6M | +15.1% | -31.9% | +47.0% | +28.3% |
| YTD | -4.7% | +35.3% | -40.1% | -23.5% |
| 1Y | +20.4% | +50.3% | -29.9% | -8.0% |
| 3Y | -23.4% | +216.4% | -239.8% | -61.9% |
| All | -41.8% | +33.5% | -75.2% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling