+2,336.0%
CLX vs MTB
+8,294.1%
-5,958.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -9.2% | +1.7% | -11.0% | -9.4% |
| 30D | -11.0% | -4.2% | -6.9% | -10.6% |
| 3M | +5.0% | +8.9% | -3.8% | +3.9% |
| 6M | -18.8% | +10.9% | -29.7% | -19.9% |
| YTD | -4.4% | +21.5% | -25.9% | -6.8% |
| 1Y | -21.9% | +21.9% | -43.8% | -23.9% |
| 3Y | -32.8% | +109.2% | -142.0% | -39.6% |
| 5Y | -34.6% | +102.0% | -136.5% | -41.8% |
| 10Y | -4.7% | +171.9% | -176.6% | -23.8% |
| All | +2,336.0% | +8,294.1% | -5,958.1% | +672.8% |
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 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