+42.7%
MKSI vs CLX
-6.5%
+49.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +5.7% | -10.7% | -3.7% |
| 7D | -10.7% | +14.2% | -24.9% | -8.1% |
| 30D | -30.5% | +22.7% | -53.2% | -27.4% |
| 3M | -39.2% | -2.8% | -36.4% | -38.6% |
| 6M | -33.0% | +17.7% | -50.7% | -32.4% |
| YTD | +22.3% | +3.3% | +19.0% | +39.1% |
| 1Y | +42.7% | -5.6% | +48.3% | +58.0% |
| All | +42.7% | -6.5% | +49.2% | +58.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling