+70.1%
MDT vs CLX
+32.0%
+38.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.7% |
| 7D | +1.0% | +9.5% | -8.5% | -0.5% |
| 30D | +9.2% | +30.7% | -21.5% | +4.4% |
| 3M | +14.5% | +4.2% | +10.3% | +13.4% |
| 6M | +37.3% | +22.1% | +15.2% | +32.5% |
| YTD | +9.8% | +14.1% | -4.3% | +6.9% |
| 1Y | +10.5% | +10.3% | +0.2% | +8.1% |
| 3Y | +57.4% | -7.8% | +65.2% | +58.0% |
| 5Y | +1.2% | -20.8% | +22.0% | +1.9% |
| All | +70.1% | +32.0% | +38.1% | +61.9% |
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