+72.1%
MA vs CLX
-10.0%
+82.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.6% | -5.1% | -0.7% |
| 7D | -0.3% | +17.4% | -17.7% | -3.6% |
| 30D | +11.3% | +27.8% | -16.4% | +5.8% |
| 3M | +16.7% | +3.0% | +13.7% | +15.7% |
| 6M | +32.8% | +17.5% | +15.3% | +27.8% |
| YTD | +15.6% | +10.0% | +5.6% | +11.5% |
| 1Y | +19.6% | +3.3% | +16.3% | +17.3% |
| 3Y | +72.1% | -10.1% | +82.2% | +78.5% |
| All | +72.1% | -10.0% | +82.1% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling