-10.8%
MDLN vs CLX
-3.3%
-7.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.3% |
| 7D | +3.7% | -9.2% | +12.9% | +5.9% |
| 30D | -0.2% | -11.0% | +10.8% | +2.3% |
| 3M | +6.2% | +5.0% | +1.2% | +6.1% |
| 6M | -14.7% | -18.8% | +4.1% | -9.4% |
| YTD | -12.9% | -4.4% | -8.5% | -8.4% |
| All | -10.8% | -3.3% | -7.4% | -6.3% |
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 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