+2,806.9%
CLX vs MTB
+7,638.9%
-4,832.0%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.1% |
| 7D | +9.5% | +1.5% | +8.0% | +9.3% |
| 30D | +30.7% | +2.3% | +28.3% | +30.3% |
| 3M | +4.2% | -12.1% | +16.4% | +6.0% |
| 6M | +22.1% | +9.8% | +12.3% | +20.7% |
| YTD | +14.1% | +12.0% | +2.1% | +12.4% |
| 1Y | +10.3% | +22.0% | -11.7% | +7.5% |
| 3Y | -7.8% | +107.6% | -115.4% | -16.9% |
| 5Y | -20.8% | +61.9% | -82.7% | -27.4% |
| 10Y | +31.9% | +116.3% | -84.4% | +9.6% |
| All | +2,806.9% | +7,638.9% | -4,832.0% | +832.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling