+6,923.6%
MCK vs CLX
+1,402.0%
+5,521.6%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.3% |
| 7D | -2.9% | -5.7% | +2.8% | -1.6% |
| 30D | +0.4% | -17.0% | +17.4% | +4.7% |
| 3M | +12.1% | -9.7% | +21.8% | +14.4% |
| 6M | -5.4% | -19.8% | +14.4% | -1.2% |
| YTD | +7.8% | -9.8% | +17.6% | +9.4% |
| 1Y | +22.9% | -26.2% | +49.1% | +30.5% |
| 3Y | +110.7% | -36.2% | +146.9% | +128.9% |
| 5Y | +346.2% | -38.3% | +384.5% | +380.5% |
| 10Y | +440.1% | -3.5% | +443.6% | +404.2% |
| All | +6,923.6% | +1,402.0% | +5,521.6% | +3,870.0% |
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