+10.9%
MMM vs CLX
+7.9%
+3.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.9% |
| 7D | -0.8% | +8.5% | -9.3% | -3.9% |
| 30D | +14.4% | +30.0% | -15.6% | +4.1% |
| 3M | +1.8% | +3.8% | -2.0% | 0.0% |
| 6M | +31.3% | +24.6% | +6.7% | +19.7% |
| YTD | +18.0% | +12.8% | +5.2% | +12.2% |
| 1Y | +10.9% | +8.6% | +2.3% | +7.2% |
| All | +10.9% | +7.9% | +3.0% | +7.2% |
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