+3.3%
CLSK vs MDB
-25.2%
+28.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.7% | -2.2% | -1.8% |
| 7D | +17.2% | -4.5% | +21.7% | +19.5% |
| 30D | +14.6% | -14.0% | +28.6% | +20.0% |
| 3M | -16.8% | +5.3% | -22.2% | -22.5% |
| 6M | +38.2% | +31.9% | +6.3% | +10.8% |
| YTD | +31.2% | -14.6% | +45.8% | +26.6% |
| 1Y | +37.3% | +8.2% | +29.1% | +14.4% |
| 3Y | +201.8% | -5.0% | +206.8% | +131.3% |
| All | +3.3% | -25.2% | +28.6% | -17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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