+2,175.0%
MKSI vs CLX
+219.6%
+1,955.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.9% | -1.4% | -2.1% |
| 7D | +4.9% | -5.9% | +10.7% | +6.5% |
| 30D | -11.0% | -17.0% | +6.1% | -6.6% |
| 3M | -17.1% | -9.6% | -7.5% | -15.6% |
| 6M | +16.4% | -21.5% | +37.9% | +22.7% |
| YTD | +64.3% | -8.8% | +73.1% | +65.7% |
| 1Y | +137.7% | -24.7% | +162.4% | +151.8% |
| 3Y | +189.1% | -35.6% | +224.7% | +214.9% |
| 5Y | +83.1% | -37.6% | +120.8% | +97.0% |
| 10Y | +509.4% | -2.4% | +511.7% | +431.1% |
| All | +2,175.0% | +219.6% | +1,955.4% | +1,376.5% |
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