+211.3%
MCD vs CLX
+26.7%
+184.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +5.6% | -3.8% | +0.6% |
| 7D | +5.9% | +17.4% | -11.4% | +2.5% |
| 30D | +19.6% | +27.8% | -8.1% | +13.7% |
| 3M | +3.3% | +3.0% | +0.3% | +2.4% |
| 6M | +3.5% | +17.5% | -14.0% | -0.3% |
| YTD | -6.1% | +10.0% | -16.1% | -8.6% |
| 1Y | -3.7% | +3.3% | -7.0% | -5.1% |
| 3Y | +13.4% | -10.1% | +23.5% | +14.2% |
| 5Y | +25.2% | -23.7% | +48.9% | +27.7% |
| 10Y | +211.3% | +24.9% | +186.4% | +185.6% |
| All | +211.3% | +26.7% | +184.5% | +185.6% |
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