+14,639.2%
MO vs CLX
+2,294.7%
+12,344.5%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -2.4% | -4.9% | +2.5% | -1.2% |
| 30D | +3.6% | -15.8% | +19.4% | +7.8% |
| 3M | -3.7% | -7.9% | +4.2% | -2.0% |
| 6M | +4.5% | -19.0% | +23.6% | +9.1% |
| YTD | +21.5% | -7.9% | +29.4% | +22.9% |
| 1Y | +9.5% | -25.4% | +34.9% | +16.3% |
| 3Y | +93.6% | -35.0% | +128.6% | +110.4% |
| 5Y | +97.5% | -36.8% | +134.3% | +112.6% |
| 10Y | +111.2% | -1.4% | +112.6% | +98.0% |
| All | +14,639.2% | +2,294.7% | +12,344.5% | +5,119.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling