-36.8%
CLX vs MDY
+45.8%
-82.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.1% | -1.9% |
| 7D | -4.9% | -0.8% | -4.2% | -4.7% |
| 30D | -15.8% | -3.9% | -11.9% | -14.9% |
| 3M | -7.9% | 0.0% | -7.9% | -7.9% |
| 6M | -19.0% | +8.5% | -27.6% | -21.0% |
| YTD | -7.9% | +13.2% | -21.2% | -11.2% |
| 1Y | -25.4% | +15.0% | -40.4% | -28.4% |
| 3Y | -35.0% | +49.6% | -84.6% | -43.0% |
| 5Y | -36.8% | +46.0% | -82.8% | -46.5% |
| All | -36.8% | +45.8% | -82.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling