+45.3%
MMM vs CLX
-26.4%
+71.7%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.3% | -1.7% | -1.5% |
| 7D | +6.2% | +13.6% | -7.4% | +2.5% |
| 30D | +14.2% | +23.4% | -9.2% | +7.7% |
| 3M | +2.9% | -2.8% | +5.8% | +3.5% |
| 6M | +27.6% | +14.0% | +13.6% | +22.3% |
| YTD | +17.3% | +4.2% | +13.1% | +15.2% |
| 1Y | +15.1% | -1.2% | +16.3% | +14.5% |
| 3Y | +157.1% | -12.7% | +169.8% | +162.0% |
| All | +45.3% | -26.4% | +71.7% | +51.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling