+13,824.2%
MA vs CLX
+178.7%
+13,645.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.7% |
| 7D | -2.7% | -9.2% | +6.5% | +0.5% |
| 30D | +1.5% | -11.0% | +12.6% | +5.6% |
| 3M | +20.4% | +5.0% | +15.4% | +17.9% |
| 6M | +11.1% | -18.8% | +30.0% | +18.3% |
| YTD | +2.0% | -4.4% | +6.4% | +1.9% |
| 1Y | -2.2% | -21.9% | +19.7% | +4.9% |
| 3Y | +41.9% | -32.8% | +74.6% | +58.5% |
| 5Y | +75.4% | -34.6% | +109.9% | +92.0% |
| 10Y | +527.5% | -4.7% | +532.2% | +390.7% |
| All | +13,824.2% | +178.7% | +13,645.4% | +4,338.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling