-21.9%
CLX vs MDY
+17.9%
-39.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.4% |
| 7D | -9.2% | +0.1% | -9.4% | -9.3% |
| 30D | -11.0% | -1.5% | -9.6% | -10.6% |
| 3M | +5.0% | +0.8% | +4.3% | +4.7% |
| 6M | -18.8% | +7.4% | -26.2% | -21.3% |
| YTD | -4.4% | +15.2% | -19.6% | -8.8% |
| 1Y | -21.9% | +16.5% | -38.4% | -26.6% |
| All | -21.9% | +17.9% | -39.8% | -26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 1y: compounded portfolio wealth divided by compounded MDY 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…
1y analysis · Full analysis span regression · 6 months rolling