-61.9%
CLSK vs MLM
+140.5%
-202.5%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.3% | -0.5% |
| 7D | +17.2% | -2.7% | +19.9% | +18.9% |
| 30D | +14.6% | -8.3% | +22.9% | +19.9% |
| 3M | -16.8% | -12.0% | -4.9% | -11.9% |
| 6M | +38.2% | -17.6% | +55.8% | +52.3% |
| YTD | +31.2% | -18.9% | +50.1% | +46.1% |
| 1Y | +37.3% | -17.6% | +55.0% | +52.1% |
| 3Y | +201.8% | +16.8% | +185.0% | +186.4% |
| 5Y | -1.6% | +41.0% | -42.6% | -11.2% |
| All | -61.9% | +140.5% | -202.5% | -64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling