+7,285.9%
MCO vs CLX
+1,466.0%
+5,820.0%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.7% |
| 7D | -3.1% | -4.9% | +1.8% | -1.7% |
| 30D | -0.5% | -15.8% | +15.3% | +4.6% |
| 3M | +5.7% | -7.9% | +13.6% | +8.1% |
| 6M | +3.0% | -19.0% | +22.1% | +8.8% |
| YTD | -6.5% | -7.9% | +1.5% | -5.3% |
| 1Y | -5.8% | -25.4% | +19.6% | +1.4% |
| 3Y | +43.1% | -35.0% | +78.1% | +58.9% |
| 5Y | +29.5% | -36.8% | +66.2% | +41.7% |
| 10Y | +388.8% | -1.4% | +390.3% | +351.2% |
| All | +7,285.9% | +1,466.0% | +5,820.0% | +3,835.4% |
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 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