+181.3%
MCD vs CLX
-3.8%
+185.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -0.5% |
| 7D | -2.9% | -4.9% | +2.1% | -1.9% |
| 30D | -6.7% | -15.8% | +9.1% | -3.6% |
| 3M | -9.6% | -7.9% | -1.6% | -8.2% |
| 6M | -22.3% | -19.0% | -3.3% | -19.4% |
| YTD | -15.4% | -7.9% | -7.5% | -14.5% |
| 1Y | -16.8% | -25.4% | +8.6% | -12.6% |
| 3Y | -2.4% | -35.0% | +32.6% | +4.5% |
| 5Y | +19.4% | -36.8% | +56.1% | +26.7% |
| 10Y | +181.3% | -1.4% | +182.7% | +168.1% |
| All | +181.3% | -3.8% | +185.1% | +168.1% |
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 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