+427.0%
MCK vs CLF
+133.3%
+293.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | -0.1% |
| 7D | -2.9% | -3.5% | +0.6% | -2.6% |
| 30D | +0.4% | -1.6% | +2.0% | +0.5% |
| 3M | +12.1% | -12.0% | +24.1% | +12.9% |
| 6M | -5.4% | +30.0% | -35.4% | -8.2% |
| YTD | +7.8% | -9.2% | +17.0% | +7.2% |
| 1Y | +22.9% | +2.3% | +20.7% | +19.9% |
| 3Y | +110.7% | -14.4% | +125.1% | +102.1% |
| 5Y | +346.2% | -48.3% | +394.5% | +339.8% |
| All | +427.0% | +133.3% | +293.8% | +310.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling