-20.7%
MDLN vs CLX
-8.8%
-11.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.6% | +0.7% |
| 7D | -11.1% | -5.7% | -5.4% | -9.9% |
| 30D | -8.4% | -17.0% | +8.7% | -4.5% |
| 3M | -12.4% | -9.7% | -2.7% | -11.0% |
| 6M | -23.3% | -19.8% | -3.4% | -18.3% |
| YTD | -22.5% | -9.8% | -12.7% | -17.5% |
| All | -20.7% | -8.8% | -11.8% | -15.5% |
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 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