-21.8%
CLX vs MDY
+35.5%
-57.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.4% | +1.6% |
| 7D | +8.5% | +3.0% | +5.5% | +7.6% |
| 30D | +30.0% | +0.8% | +29.2% | +29.6% |
| 3M | +3.8% | -5.1% | +8.9% | +5.4% |
| 6M | +24.6% | +1.2% | +23.5% | +24.1% |
| YTD | +12.8% | +12.5% | +0.3% | +8.9% |
| 1Y | +8.6% | +13.8% | -5.2% | +4.5% |
| 3Y | -8.6% | +56.4% | -65.1% | -21.1% |
| 5Y | -21.8% | +35.3% | -57.1% | -34.0% |
| All | -21.8% | +35.5% | -57.3% | -34.0% |
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 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