+189.8%
MU vs CLX
+3.6%
+186.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.6% | +0.7% | +8.5% |
| 7D | -12.0% | +17.4% | -29.4% | -5.8% |
| 30D | -28.7% | +27.8% | -56.5% | -20.7% |
| 3M | -16.4% | +3.0% | -19.5% | -14.6% |
| 6M | -1.8% | +17.5% | -19.3% | +7.0% |
| YTD | +157.1% | +10.0% | +147.1% | +214.8% |
| All | +189.8% | +3.6% | +186.1% | +254.9% |
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 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