+19.4%
MA vs CLX
+3.6%
+15.7%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.4% |
| 7D | -0.3% | +17.4% | -17.7% | -2.7% |
| 30D | +11.3% | +27.8% | -16.4% | +7.4% |
| 3M | +16.7% | +3.0% | +13.7% | +15.6% |
| 6M | +32.8% | +17.5% | +15.3% | +29.4% |
| YTD | +15.6% | +10.0% | +5.6% | +10.2% |
| All | +19.4% | +3.6% | +15.7% | +15.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling