-6.0%
MTZ vs CLX
+3.6%
-9.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.6% | +3.0% | +10.0% |
| 7D | -2.4% | +17.4% | -19.8% | +2.0% |
| 30D | -11.1% | +27.8% | -38.9% | -5.0% |
| 3M | -30.6% | +3.0% | -33.6% | -30.2% |
| 6M | -54.4% | +17.5% | -71.9% | -52.1% |
| YTD | -13.0% | +10.0% | -23.0% | -4.2% |
| All | -6.0% | +3.6% | -9.6% | +4.2% |
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