-39.3%
CLX vs MULL
+2,561.4%
-2,600.7%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +11.8% | -13.1% | -1.0% |
| 7D | -9.2% | +17.3% | -26.5% | -8.9% |
| 30D | -11.0% | +23.5% | -34.5% | -10.5% |
| 3M | +5.0% | -24.0% | +29.0% | +5.5% |
| 6M | -18.8% | +276.7% | -295.6% | -17.0% |
| YTD | -4.4% | +565.1% | -569.5% | -1.0% |
| 1Y | -21.9% | +2,802.6% | -2,824.4% | -17.5% |
| All | -39.3% | +2,561.4% | -2,600.7% | -37.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling