+20.8%
MCD vs CLX
-20.8%
+41.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.9% |
| 7D | -1.6% | +9.5% | -11.1% | -3.9% |
| 30D | +14.1% | +30.7% | -16.6% | +6.7% |
| 3M | +0.6% | +4.2% | -3.6% | -0.9% |
| 6M | 0.0% | +22.1% | -22.1% | -5.3% |
| YTD | -9.3% | +14.1% | -23.3% | -13.1% |
| 1Y | -9.3% | +10.3% | -19.6% | -12.5% |
| 3Y | +8.6% | -7.8% | +16.4% | +8.7% |
| All | +20.8% | -20.8% | +41.7% | +21.4% |
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