+14.5%
MDB vs CLX
-20.9%
+35.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.2% |
| 7D | -17.4% | -9.2% | -8.2% | -18.0% |
| 30D | -2.0% | -11.0% | +9.0% | -2.9% |
| 3M | -3.0% | +5.0% | -8.0% | -0.7% |
| 6M | +48.7% | -18.8% | +67.5% | +46.9% |
| YTD | -12.1% | -4.4% | -7.7% | -2.3% |
| 1Y | +14.5% | -21.9% | +36.3% | +18.5% |
| All | +14.5% | -20.9% | +35.4% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling