+31.8%
CLX vs MDY
+165.3%
-133.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.2% |
| 7D | +9.5% | +2.3% | +7.2% | +9.0% |
| 30D | +30.7% | +2.0% | +28.7% | +30.1% |
| 3M | +4.2% | -5.6% | +9.9% | +5.6% |
| 6M | +22.1% | +1.3% | +20.8% | +21.7% |
| YTD | +14.1% | +12.3% | +1.7% | +11.2% |
| 1Y | +10.3% | +15.8% | -5.5% | +6.9% |
| 3Y | -7.8% | +56.5% | -64.3% | -16.6% |
| 5Y | -20.8% | +35.1% | -56.0% | -27.2% |
| All | +31.8% | +165.3% | -133.6% | 0.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling