+79.6%
MMM vs CLX
+26.5%
+53.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +7.0% | +13.6% | -6.7% | +3.6% |
| 30D | +18.4% | +29.1% | -10.7% | +11.2% |
| 3M | +4.5% | +1.6% | +2.9% | +3.8% |
| 6M | +33.4% | +18.7% | +14.7% | +27.3% |
| YTD | +20.0% | +11.1% | +8.9% | +16.2% |
| 1Y | +15.0% | +7.0% | +8.0% | +12.3% |
| 3Y | +165.0% | -10.0% | +175.0% | +167.3% |
| 5Y | +47.9% | -22.6% | +70.6% | +51.7% |
| 10Y | +79.6% | +29.3% | +50.3% | +60.7% |
| All | +79.6% | +26.5% | +53.1% | +60.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling