-22.6%
CLX vs MKC
-35.5%
+12.9%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +0.7% |
| 7D | +9.5% | -3.0% | +12.5% | +10.8% |
| 30D | +30.7% | +4.8% | +25.9% | +28.0% |
| 3M | +4.2% | -12.8% | +17.1% | +10.0% |
| 6M | +22.1% | +5.0% | +17.1% | +19.1% |
| YTD | +14.1% | -29.1% | +43.1% | +30.0% |
| 1Y | +10.3% | -26.4% | +36.7% | +23.6% |
| 3Y | -7.8% | -21.6% | +13.8% | -0.3% |
| All | -22.6% | -35.5% | +12.9% | -9.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling