-8.6%
MCD vs CLX
+7.9%
-16.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.8% |
| 7D | -1.6% | +8.5% | -10.1% | -4.1% |
| 30D | +16.0% | +30.0% | -13.9% | +7.4% |
| 3M | 0.0% | +3.8% | -3.8% | -2.3% |
| 6M | +0.9% | +24.6% | -23.7% | -6.0% |
| YTD | -8.7% | +12.8% | -21.5% | -14.1% |
| 1Y | -8.6% | +8.6% | -17.2% | -13.2% |
| All | -8.6% | +7.9% | -16.4% | -13.2% |
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