+1,371.9%
CLX vs MDY
+2,662.7%
-1,290.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 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% | -20.8% |
| YTD | -4.4% | +15.2% | -19.6% | -9.0% |
| 1Y | -21.9% | +16.5% | -38.4% | -26.0% |
| 3Y | -32.8% | +46.8% | -79.5% | -41.8% |
| 5Y | -34.6% | +46.0% | -80.6% | -43.9% |
| 10Y | -4.7% | +172.1% | -176.8% | -38.1% |
| All | +1,371.9% | +2,662.7% | -1,290.8% | +235.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling