+662.1%
MU vs CLX
-24.4%
+686.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -2.3% |
| 7D | +7.2% | -3.5% | +10.7% | +5.4% |
| 30D | +14.0% | -11.9% | +25.8% | +7.6% |
| 3M | +5.4% | -2.6% | +8.0% | +5.6% |
| 6M | +170.3% | -18.2% | +188.4% | +161.5% |
| YTD | +250.7% | -5.9% | +256.6% | +289.5% |
| 1Y | +662.1% | -23.8% | +685.9% | +657.6% |
| All | +662.1% | -24.4% | +686.5% | +657.6% |
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