+6,475.2%
MCD vs CLX
+2,609.7%
+3,865.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | +7.1% | +13.6% | -6.5% | +3.7% |
| 30D | +19.8% | +23.4% | -3.6% | +13.4% |
| 3M | +0.8% | -2.8% | +3.7% | +1.4% |
| 6M | -1.3% | +14.0% | -15.3% | -5.0% |
| YTD | -7.8% | +4.2% | -11.9% | -9.5% |
| 1Y | -5.0% | -1.2% | -3.8% | -5.5% |
| 3Y | +10.5% | -12.7% | +23.2% | +12.5% |
| 5Y | +22.0% | -26.5% | +48.5% | +27.3% |
| 10Y | +216.7% | +20.2% | +196.5% | +177.5% |
| All | +6,475.2% | +2,609.7% | +3,865.5% | +1,757.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling