+380.3%
MCO vs CLX
-3.7%
+383.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.8% | +1.9% |
| 7D | -3.8% | -5.7% | +1.9% | -2.3% |
| 30D | -0.4% | -17.0% | +16.6% | +4.4% |
| 3M | +7.7% | -9.7% | +17.4% | +10.4% |
| 6M | +7.0% | -19.8% | +26.8% | +12.5% |
| YTD | -6.4% | -9.8% | +3.4% | -5.0% |
| 1Y | -7.6% | -26.2% | +18.5% | -1.2% |
| 3Y | +43.2% | -36.2% | +79.4% | +57.8% |
| 5Y | +29.6% | -38.3% | +67.9% | +40.7% |
| All | +380.3% | -3.7% | +383.9% | +342.3% |
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