+157.9%
MTZ vs CLX
-34.6%
+192.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.1% |
| 7D | -1.6% | -9.2% | +7.7% | -1.3% |
| 30D | -11.1% | -11.0% | 0.0% | -10.8% |
| 3M | -36.7% | +5.0% | -41.7% | -37.1% |
| 6M | -21.9% | -18.8% | -3.1% | -20.5% |
| YTD | +9.1% | -4.4% | +13.5% | +9.1% |
| 1Y | +30.0% | -21.9% | +51.8% | +33.0% |
| 3Y | +138.5% | -32.8% | +171.2% | +145.8% |
| All | +157.9% | -34.6% | +192.5% | +163.1% |
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