-27.6%
CLX vs MULL
+1,230.7%
-1,258.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.2% | +6.3% | +1.0% |
| 7D | +9.5% | +24.5% | -15.0% | +10.2% |
| 30D | +30.7% | -35.5% | +66.2% | +29.7% |
| 3M | +4.2% | -44.8% | +49.0% | +3.3% |
| 6M | +22.1% | -45.5% | +67.6% | +21.7% |
| YTD | +14.1% | +232.5% | -218.5% | +16.7% |
| 1Y | +10.3% | +343.3% | -332.9% | +13.6% |
| All | -27.6% | +1,230.7% | -1,258.3% | -25.8% |
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