+6,511.4%
MCD vs CLF
+633.9%
+5,877.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -12.2% | +11.4% | +0.1% |
| 7D | +8.0% | -21.0% | +29.0% | +9.8% |
| 30D | +19.6% | -8.0% | +27.6% | +19.9% |
| 3M | +2.2% | -10.9% | +13.1% | +2.5% |
| 6M | -1.1% | +5.8% | -7.0% | -2.6% |
| YTD | -7.2% | -15.1% | +7.9% | -7.7% |
| 1Y | -6.7% | +7.2% | -13.9% | -9.0% |
| 3Y | +11.6% | -34.2% | +45.8% | +9.7% |
| 5Y | +22.6% | -49.6% | +72.2% | +20.4% |
| 10Y | +218.4% | +109.9% | +108.5% | +155.4% |
| All | +6,511.4% | +633.9% | +5,877.4% | +3,186.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling