+9.4%
MMM vs CLX
-25.2%
+34.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.1% |
| 7D | -2.6% | -4.9% | +2.4% | -0.9% |
| 30D | -9.3% | -15.8% | +6.5% | -4.0% |
| 3M | +5.6% | -7.9% | +13.5% | +8.2% |
| 6M | +9.5% | -19.0% | +28.5% | +16.9% |
| YTD | +4.1% | -7.9% | +12.1% | +7.7% |
| 1Y | +9.4% | -25.4% | +34.7% | +18.2% |
| All | +9.4% | -25.2% | +34.5% | +18.2% |
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