+29.4%
MMM vs CLX
-34.6%
+64.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.5% |
| 7D | -3.3% | -9.2% | +5.9% | -0.7% |
| 30D | -7.0% | -11.0% | +4.0% | -4.0% |
| 3M | +10.8% | +5.0% | +5.8% | +9.0% |
| 6M | +5.8% | -18.8% | +24.6% | +11.2% |
| YTD | +6.8% | -4.4% | +11.2% | +7.6% |
| 1Y | +10.4% | -21.9% | +32.2% | +16.9% |
| 3Y | +104.7% | -32.8% | +137.4% | +122.6% |
| All | +29.4% | -34.6% | +64.1% | +38.1% |
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