+935.2%
MDB vs CLX
+9.2%
+926.0%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.4% | +1.3% |
| 7D | -1.0% | +13.6% | -14.7% | -2.5% |
| 30D | -14.0% | +29.1% | -43.0% | -16.7% |
| 3M | -20.3% | +1.6% | -21.9% | -20.6% |
| 6M | +10.9% | +18.7% | -7.9% | +8.4% |
| YTD | -20.9% | +11.1% | -32.0% | -22.0% |
| 1Y | -11.2% | +7.0% | -18.2% | -12.1% |
| 3Y | -11.9% | -10.0% | -1.9% | -11.7% |
| 5Y | -40.2% | -22.6% | -17.5% | -39.7% |
| All | +935.2% | +9.2% | +926.0% | +848.2% |
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