-4.4%
CLX vs MDY
+177.2%
-181.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.8% | -1.9% | -1.3% |
| 7D | -5.7% | -1.9% | -3.8% | -5.3% |
| 30D | -17.0% | -4.6% | -12.4% | -16.1% |
| 3M | -9.7% | -1.2% | -8.4% | -9.4% |
| 6M | -19.8% | +9.2% | -29.0% | -21.4% |
| YTD | -9.8% | +13.1% | -22.9% | -12.2% |
| 1Y | -26.2% | +13.0% | -39.2% | -28.2% |
| 3Y | -36.2% | +49.2% | -85.4% | -41.8% |
| 5Y | -38.3% | +47.2% | -85.6% | -44.2% |
| All | -4.4% | +177.2% | -181.6% | -30.0% |
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