-2.1%
MA vs CLX
-24.4%
+22.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.6% | +0.1% | -1.2% |
| 7D | -1.8% | -3.5% | +1.8% | -1.2% |
| 30D | +1.4% | -11.9% | +13.3% | +3.2% |
| 3M | +17.7% | -2.6% | +20.4% | +18.0% |
| 6M | +9.7% | -18.2% | +27.8% | +12.2% |
| YTD | +0.5% | -5.9% | +6.4% | -1.3% |
| 1Y | -2.1% | -23.8% | +21.8% | +1.1% |
| All | -2.1% | -24.4% | +22.3% | +1.1% |
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