+320.1%
CLF vs MKSI
+1,773.7%
-1,453.6%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.3% |
| 7D | +10.4% | +12.2% | -1.8% | +6.0% |
| 30D | +0.6% | -8.0% | +8.6% | +3.5% |
| 3M | +4.1% | -29.5% | +33.6% | +17.1% |
| 6M | +15.1% | -31.9% | +47.0% | +27.3% |
| YTD | -4.7% | +35.3% | -40.1% | -18.7% |
| 1Y | +20.4% | +50.3% | -29.9% | -1.2% |
| 3Y | -23.4% | +216.4% | -239.8% | -53.9% |
| 5Y | -43.3% | +34.4% | -77.7% | -55.8% |
| 10Y | +80.5% | +348.6% | -268.1% | -5.2% |
| All | +320.1% | +1,773.7% | -1,453.6% | +92.3% |
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