-48.2%
CLF vs MKSI
+90.4%
-138.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.0% | -2.6% | -2.0% |
| 7D | -2.7% | +6.6% | -9.3% | -5.2% |
| 30D | -3.2% | -8.2% | +5.0% | 0.0% |
| 3M | -5.0% | -16.4% | +11.5% | -1.7% |
| 6M | +26.6% | +23.0% | +3.6% | +9.3% |
| YTD | -9.0% | +68.2% | -77.1% | -32.6% |
| 1Y | +11.8% | +148.6% | -136.7% | -31.4% |
| 3Y | -15.1% | +196.0% | -211.1% | -55.7% |
| 5Y | -48.2% | +87.4% | -135.6% | -68.6% |
| All | -48.2% | +90.4% | -138.6% | -68.6% |
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