+124.6%
CLF vs MRSH
+218.8%
-94.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.2% | +2.1% |
| 7D | -3.5% | -4.8% | +1.2% | +0.1% |
| 30D | -1.6% | -6.3% | +4.8% | +3.1% |
| 3M | -12.0% | +5.8% | -17.8% | -17.5% |
| 6M | +30.0% | +2.8% | +27.2% | +22.5% |
| YTD | -9.2% | -3.1% | -6.1% | -9.9% |
| 1Y | +2.3% | -11.3% | +13.6% | +8.5% |
| 3Y | -14.4% | -5.0% | -9.4% | -18.0% |
| 5Y | -48.3% | +19.2% | -67.5% | -60.4% |
| All | +124.6% | +218.8% | -94.2% | -28.2% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling