+315.1%
CLF vs MKSI
+2,161.7%
-1,846.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.3% |
| 7D | +7.6% | +1.8% | +5.8% | +6.9% |
| 30D | -1.2% | -16.8% | +15.6% | +5.1% |
| 3M | -13.4% | -21.1% | +7.7% | -8.6% |
| 6M | +15.4% | +10.8% | +4.6% | +7.3% |
| YTD | -5.9% | +63.3% | -69.2% | -24.5% |
| 1Y | +18.8% | +157.0% | -138.2% | -19.4% |
| 3Y | -19.4% | +163.7% | -183.1% | -48.3% |
| 5Y | -47.7% | +82.0% | -129.7% | -63.2% |
| 10Y | +130.4% | +467.2% | -336.8% | +12.3% |
| All | +315.1% | +2,161.7% | -1,846.6% | +78.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling