-49.3%
CLF vs MRSH
+19.1%
-68.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.4% | -2.3% |
| 7D | -3.7% | -5.9% | +2.3% | -0.4% |
| 30D | -4.7% | -7.3% | +2.6% | -0.9% |
| 3M | -4.7% | +6.7% | -11.3% | -9.6% |
| 6M | +24.0% | +3.0% | +21.0% | +18.6% |
| YTD | -10.9% | -2.9% | -8.0% | -10.8% |
| 1Y | +4.0% | -9.0% | +13.0% | +8.4% |
| 3Y | -16.9% | -4.3% | -12.6% | -21.1% |
| 5Y | -49.3% | +19.4% | -68.8% | -63.3% |
| All | -49.3% | +19.1% | -68.4% | -63.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling