+24.9%
CLX vs MOD
+1,005.7%
-980.9%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +9.9% | -4.3% | +5.6% |
| 7D | +17.4% | -13.9% | +31.3% | +17.3% |
| 30D | +27.8% | -41.5% | +69.3% | +27.8% |
| 3M | +3.0% | -45.7% | +48.7% | +3.1% |
| 6M | +17.5% | -61.1% | +78.6% | +17.7% |
| YTD | +10.0% | -20.5% | +30.5% | +9.5% |
| 1Y | +3.3% | -32.1% | +35.4% | +2.9% |
| 3Y | -10.1% | +146.5% | -156.6% | -12.5% |
| 5Y | -23.7% | +812.7% | -836.5% | -26.8% |
| 10Y | +24.9% | +966.8% | -942.0% | +24.3% |
| All | +24.9% | +1,005.7% | -980.9% | +24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 10y: compounded portfolio wealth divided by compounded MOD 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…
10y analysis · Full analysis span regression · 6 months rolling