+2.7%
MDT vs CLX
-20.8%
+23.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.2% | +0.7% | +1.6% |
| 7D | +1.0% | +9.5% | -8.5% | -1.1% |
| 30D | +9.2% | +30.7% | -21.5% | +2.6% |
| 3M | +14.5% | +4.2% | +10.3% | +12.9% |
| 6M | +37.3% | +22.1% | +15.2% | +30.7% |
| YTD | +9.8% | +14.1% | -4.3% | +5.8% |
| 1Y | +10.5% | +10.3% | +0.2% | +7.2% |
| 3Y | +57.4% | -7.8% | +65.2% | +58.4% |
| All | +2.7% | -20.8% | +23.5% | +2.0% |
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