+11.2%
MCD vs CLF
-34.5%
+45.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.4% | -0.8% |
| 7D | +8.0% | -21.0% | +29.0% | +8.0% |
| 30D | +19.6% | -8.0% | +27.6% | +19.5% |
| 3M | +2.2% | -10.9% | +13.1% | +2.1% |
| 6M | -1.1% | +5.8% | -7.0% | -1.5% |
| YTD | -7.2% | -15.1% | +7.9% | -7.4% |
| 1Y | -6.7% | +7.2% | -13.9% | -7.2% |
| All | +11.2% | -34.5% | +45.7% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling