-26.2%
CLX vs MKC
-23.2%
-3.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.6% | -1.3% |
| 7D | -5.7% | -1.5% | -4.2% | -5.2% |
| 30D | -17.0% | -3.1% | -13.9% | -16.0% |
| 3M | -9.7% | +5.2% | -14.9% | -11.4% |
| 6M | -19.8% | -12.8% | -7.0% | -16.4% |
| YTD | -9.8% | -23.3% | +13.4% | -2.4% |
| 1Y | -26.2% | -24.1% | -2.1% | -20.1% |
| All | -26.2% | -23.2% | -3.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling