+513.2%
MA vs CLX
-3.8%
+517.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.3% |
| 7D | -3.5% | -4.9% | +1.4% | -2.8% |
| 30D | +0.8% | -15.8% | +16.6% | +3.4% |
| 3M | +14.8% | -7.9% | +22.7% | +16.1% |
| 6M | +10.0% | -19.0% | +29.0% | +13.1% |
| YTD | -0.1% | -7.9% | +7.8% | +0.5% |
| 1Y | -2.2% | -25.4% | +23.1% | +1.6% |
| 3Y | +39.3% | -35.0% | +74.3% | +47.0% |
| 5Y | +66.3% | -36.8% | +103.1% | +74.1% |
| 10Y | +513.2% | -1.4% | +514.7% | +452.5% |
| All | +513.2% | -3.8% | +517.1% | +452.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling