-40.5%
MDB vs CLX
-20.8%
-19.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.7% |
| 7D | +6.8% | +9.5% | -2.7% | +6.4% |
| 30D | -6.2% | +30.7% | -36.9% | -7.4% |
| 3M | -29.2% | +4.2% | -33.5% | -29.6% |
| 6M | +10.3% | +22.1% | -11.8% | +9.4% |
| YTD | -20.4% | +14.1% | -34.4% | -20.4% |
| 1Y | -4.8% | +10.3% | -15.1% | -4.7% |
| 3Y | -11.6% | -7.8% | -3.8% | -11.3% |
| All | -40.5% | -20.8% | -19.7% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling