+37.0%
MDT vs CLX
-3.7%
+40.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.5% |
| 7D | -3.4% | -5.7% | +2.3% | -2.5% |
| 30D | +0.2% | -17.0% | +17.2% | +3.2% |
| 3M | +14.3% | -9.7% | +23.9% | +16.0% |
| 6M | +4.0% | -19.8% | +23.8% | +7.3% |
| YTD | -3.7% | -9.8% | +6.2% | -2.3% |
| 1Y | -0.4% | -26.2% | +25.8% | +3.9% |
| 3Y | +23.3% | -36.2% | +59.5% | +30.5% |
| 5Y | -18.9% | -38.3% | +19.5% | -14.8% |
| All | +37.0% | -3.7% | +40.7% | +33.1% |
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