+199.5%
MCHP vs CLX
-3.7%
+203.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -1.1% | +4.8% | +3.8% |
| 7D | 0.0% | -5.7% | +5.7% | +0.7% |
| 30D | -6.0% | -17.0% | +11.0% | -3.9% |
| 3M | -19.7% | -9.7% | -10.0% | -18.9% |
| 6M | +14.0% | -19.8% | +33.9% | +16.9% |
| YTD | +18.4% | -9.8% | +28.3% | +19.4% |
| 1Y | +17.1% | -26.2% | +43.3% | +21.4% |
| 3Y | +0.7% | -36.2% | +36.9% | +5.8% |
| 5Y | +5.1% | -38.3% | +43.4% | +9.4% |
| All | +199.5% | -3.7% | +203.1% | +161.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling