+20.2%
CLF vs MRSH
+20.0%
+0.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.3% | -12.5% | -8.9% |
| 7D | -7.9% | +9.4% | -17.3% | -7.2% |
| 30D | +5.2% | +23.4% | -18.2% | +5.8% |
| 3M | +4.3% | +9.9% | -5.6% | +5.4% |
| 6M | +25.3% | +26.0% | -0.8% | +24.4% |
| YTD | -3.3% | +15.2% | -18.5% | +2.6% |
| 1Y | +20.2% | +18.4% | +1.8% | +26.2% |
| All | +20.2% | +20.0% | +0.2% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 1y: compounded portfolio wealth divided by compounded MRSH 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…
1y analysis · Full analysis span regression · 6 months rolling