-40.3%
CLX vs MULL
+2,481.0%
-2,521.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.0% | +1.4% | -1.6% |
| 7D | -3.5% | +14.0% | -17.5% | -3.2% |
| 30D | -11.9% | +24.8% | -36.7% | -11.3% |
| 3M | -2.6% | -16.1% | +13.5% | -2.1% |
| 6M | -18.2% | +330.9% | -349.1% | -16.2% |
| YTD | -5.9% | +545.0% | -550.9% | -2.6% |
| 1Y | -23.8% | +2,427.1% | -2,451.0% | -19.7% |
| All | -40.3% | +2,481.0% | -2,521.3% | -38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling