+7,004.6%
MCK vs CLF
+317.5%
+6,687.1%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | -3.6% | -2.7% | -0.9% | -3.3% |
| 30D | +1.4% | -3.2% | +4.7% | +1.7% |
| 3M | +13.8% | -5.0% | +18.8% | +13.9% |
| 6M | -5.2% | +26.6% | -31.7% | -8.0% |
| YTD | +9.0% | -9.0% | +18.0% | +8.3% |
| 1Y | +26.9% | +11.8% | +15.0% | +22.5% |
| 3Y | +114.7% | -15.1% | +129.8% | +105.6% |
| 5Y | +347.1% | -48.2% | +395.3% | +337.5% |
| 10Y | +446.4% | +127.6% | +318.8% | +321.7% |
| All | +7,004.6% | +317.5% | +6,687.1% | +3,951.3% |
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 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