-14.2%
CLF vs MRSH
-4.9%
-9.3%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.0% | +0.4% | -1.2% |
| 7D | -2.7% | -5.9% | +3.2% | -1.5% |
| 30D | -3.2% | -7.3% | +4.1% | -1.8% |
| 3M | -5.0% | +7.4% | -12.4% | -7.3% |
| 6M | +26.6% | -0.7% | +27.3% | +26.2% |
| YTD | -9.0% | -3.2% | -5.8% | -7.9% |
| 1Y | +11.8% | -10.6% | +22.4% | +15.9% |
| All | -14.2% | -4.9% | -9.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling