-10.0%
CLX vs MTB
+105.4%
-115.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +13.6% | -0.7% | +14.3% | +13.8% |
| 30D | +29.1% | +1.4% | +27.6% | +28.8% |
| 3M | +1.6% | -11.6% | +13.2% | +3.4% |
| 6M | +18.7% | +5.4% | +13.3% | +18.4% |
| YTD | +11.1% | +11.7% | -0.6% | +10.1% |
| 1Y | +7.0% | +20.5% | -13.5% | +5.3% |
| 3Y | -10.0% | +104.5% | -114.5% | -14.8% |
| All | -10.0% | +105.4% | -115.4% | -14.8% |
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