-1.2%
MCD vs CLX
-32.3%
+31.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | -2.8% | -9.2% | +6.4% | -0.4% |
| 30D | -6.0% | -11.0% | +5.0% | -3.2% |
| 3M | -5.6% | +5.0% | -10.6% | -7.1% |
| 6M | -21.9% | -18.8% | -3.0% | -18.0% |
| YTD | -14.7% | -4.4% | -10.3% | -14.5% |
| 1Y | -17.3% | -21.9% | +4.6% | -12.6% |
| All | -1.2% | -32.3% | +31.1% | +4.5% |
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