+706.4%
CLF vs MRSH
+3,873.3%
-3,166.9%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.8% |
| 7D | +10.4% | +1.4% | +8.9% | +9.5% |
| 30D | +0.6% | +16.5% | -15.9% | -8.2% |
| 3M | +4.1% | +10.8% | -6.6% | -2.7% |
| 6M | +15.1% | +32.1% | -17.0% | -3.4% |
| YTD | -4.7% | +14.5% | -19.2% | -14.1% |
| 1Y | +20.4% | +15.5% | +4.9% | +7.9% |
| 3Y | -23.4% | +9.3% | -32.7% | -30.5% |
| 5Y | -43.3% | +35.1% | -78.3% | -53.8% |
| 10Y | +80.5% | +263.2% | -182.6% | -10.2% |
| All | +706.4% | +3,873.3% | -3,166.9% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling