+104.8%
MMM vs CLX
-34.1%
+138.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.1% |
| 7D | -1.6% | -3.5% | +2.0% | -0.5% |
| 30D | -8.0% | -11.9% | +3.9% | -4.4% |
| 3M | +9.4% | -2.6% | +12.0% | +9.9% |
| 6M | +10.2% | -18.2% | +28.4% | +16.5% |
| YTD | +6.1% | -5.9% | +12.0% | +7.7% |
| 1Y | +10.8% | -23.8% | +34.6% | +19.2% |
| 3Y | +104.8% | -33.6% | +138.4% | +117.8% |
| All | +104.8% | -34.1% | +138.9% | +117.8% |
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