-29.5%
CLX vs MULL
+1,070.1%
-1,099.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +0.9% |
| 7D | +13.6% | -32.2% | +45.9% | +12.7% |
| 30D | +29.1% | -55.4% | +84.4% | +26.9% |
| 3M | +1.6% | -41.3% | +42.9% | +0.8% |
| 6M | +18.7% | -44.9% | +63.6% | +18.0% |
| YTD | +11.1% | +192.4% | -181.3% | +13.2% |
| 1Y | +7.0% | +239.4% | -232.4% | +9.5% |
| All | -29.5% | +1,070.1% | -1,099.5% | -28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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