+339.0%
MCK vs CLF
-48.8%
+387.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | 0.0% |
| 7D | -2.9% | -3.5% | +0.6% | -2.8% |
| 30D | +0.4% | -1.6% | +2.0% | +0.4% |
| 3M | +12.1% | -12.0% | +24.1% | +12.3% |
| 6M | -5.4% | +30.0% | -35.4% | -6.4% |
| YTD | +7.8% | -9.2% | +17.0% | +7.5% |
| 1Y | +22.9% | +2.3% | +20.7% | +21.7% |
| 3Y | +110.7% | -14.4% | +125.1% | +106.8% |
| All | +339.0% | -48.8% | +387.8% | +344.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling