+22.7%
MCD vs CLX
-26.4%
+49.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.1% | +13.6% | -6.5% | +3.8% |
| 30D | +19.8% | +23.4% | -3.6% | +13.7% |
| 3M | +0.8% | -2.8% | +3.7% | +1.2% |
| 6M | -1.3% | +14.0% | -15.3% | -4.9% |
| YTD | -7.8% | +4.2% | -11.9% | -9.5% |
| 1Y | -5.0% | -1.2% | -3.8% | -5.7% |
| 3Y | +10.5% | -12.7% | +23.2% | +12.3% |
| All | +22.7% | -26.4% | +49.2% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling