-45.0%
CLSK vs MDB
+978.8%
-1,023.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.5% | +9.7% | +7.5% |
| 7D | +21.9% | -18.0% | +39.9% | +30.3% |
| 30D | +9.6% | -10.7% | +20.3% | +12.2% |
| 3M | -18.4% | +1.0% | -19.4% | -21.5% |
| 6M | +46.4% | +31.6% | +14.7% | +23.1% |
| YTD | +33.2% | -15.2% | +48.4% | +30.3% |
| 1Y | +47.0% | +10.1% | +36.9% | +27.2% |
| 3Y | +206.4% | -5.6% | +212.0% | +154.2% |
| 5Y | +5.4% | -24.5% | +29.9% | -13.2% |
| All | -45.0% | +978.8% | -1,023.8% | -55.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling