+1,049.8%
MDB vs CLX
-6.1%
+1,055.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.9% |
| 7D | -17.4% | -9.2% | -8.2% | -16.5% |
| 30D | -2.0% | -11.0% | +9.0% | -0.7% |
| 3M | -3.0% | +5.0% | -8.0% | -3.5% |
| 6M | +48.7% | -18.8% | +67.5% | +52.2% |
| YTD | -12.1% | -4.4% | -7.7% | -11.7% |
| 1Y | +14.5% | -21.9% | +36.3% | +18.1% |
| 3Y | -6.1% | -32.8% | +26.6% | -1.8% |
| 5Y | -27.3% | -34.6% | +7.2% | -25.1% |
| All | +1,049.8% | -6.1% | +1,055.9% | +973.3% |
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 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