-5.0%
MCD vs CLF
+9.8%
-14.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.7% | -2.2% | -0.5% |
| 7D | +7.1% | -19.6% | +26.7% | +6.4% |
| 30D | +19.8% | -5.0% | +24.7% | +19.3% |
| 3M | +0.8% | -6.3% | +7.1% | +0.4% |
| 6M | -1.3% | +2.8% | -4.1% | -1.4% |
| YTD | -7.8% | -13.7% | +6.0% | -8.0% |
| 1Y | -5.0% | +13.6% | -18.5% | -3.8% |
| All | -5.0% | +9.8% | -14.7% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 CLF 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