+847.8%
MU vs CLX
-26.4%
+874.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.3% | +4.9% | +5.2% |
| 7D | -22.0% | +13.6% | -35.6% | -20.7% |
| 30D | -36.6% | +23.4% | -59.9% | -34.8% |
| 3M | -21.7% | -2.8% | -18.9% | -21.5% |
| 6M | +3.5% | +14.0% | -10.4% | +5.4% |
| YTD | +141.9% | +4.2% | +137.8% | +147.1% |
| 1Y | +189.8% | -1.2% | +191.0% | +196.0% |
| 3Y | +855.4% | -12.7% | +868.1% | +853.5% |
| All | +847.8% | -26.4% | +874.3% | +858.9% |
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 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