+197.3%
MKSI vs CLX
-36.5%
+233.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.0% |
| 7D | +2.7% | -5.7% | +8.4% | +2.4% |
| 30D | -12.8% | -17.0% | +4.2% | -13.6% |
| 3M | -22.5% | -9.7% | -12.8% | -22.8% |
| 6M | +19.4% | -19.8% | +39.2% | +19.3% |
| YTD | +67.7% | -9.8% | +77.6% | +68.5% |
| 1Y | +131.4% | -26.2% | +157.6% | +134.0% |
| 3Y | +197.3% | -36.2% | +233.5% | +216.7% |
| All | +197.3% | -36.5% | +233.8% | +216.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling