+7,983.2%
MDT vs CLX
+2,386.6%
+5,596.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.5% |
| 7D | +3.2% | -9.2% | +12.5% | +5.6% |
| 30D | +9.5% | -11.0% | +20.6% | +12.6% |
| 3M | +16.0% | +5.0% | +10.9% | +14.4% |
| 6M | +0.2% | -18.8% | +19.0% | +4.8% |
| YTD | -0.3% | -4.4% | +4.1% | +0.2% |
| 1Y | +4.7% | -21.9% | +26.6% | +10.2% |
| 3Y | +26.5% | -32.8% | +59.3% | +37.0% |
| 5Y | -18.2% | -34.6% | +16.4% | -12.4% |
| 10Y | +40.0% | -4.7% | +44.7% | +29.8% |
| All | +7,983.2% | +2,386.6% | +5,596.6% | +2,499.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling