-33.6%
CLX vs MTB
+118.5%
-152.1%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -1.5% |
| 7D | -3.5% | +2.8% | -6.3% | -4.0% |
| 30D | -11.9% | -4.2% | -7.7% | -11.3% |
| 3M | -2.6% | +7.8% | -10.4% | -3.5% |
| 6M | -18.2% | +14.8% | -33.0% | -19.6% |
| YTD | -5.9% | +20.8% | -26.7% | -8.2% |
| 1Y | -23.8% | +23.1% | -47.0% | -25.9% |
| 3Y | -33.6% | +114.8% | -148.4% | -42.8% |
| All | -33.6% | +118.5% | -152.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 3y: compounded portfolio wealth divided by compounded MTB 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…
3y analysis · Full analysis span regression · 6 months rolling