-82.3%
CLSK vs MLM
+147.8%
-230.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -1.8% | +10.3% | +9.5% |
| 7D | -19.7% | -4.1% | -15.6% | -17.9% |
| 30D | -46.5% | +8.2% | -54.7% | -49.2% |
| 3M | -51.7% | -3.6% | -48.1% | -51.2% |
| 6M | -57.5% | -15.6% | -42.0% | -54.3% |
| YTD | -39.1% | -16.4% | -22.7% | -33.8% |
| 1Y | -60.0% | -14.3% | -45.7% | -57.1% |
| 3Y | +42.9% | +19.3% | +23.6% | +32.7% |
| 5Y | -69.9% | +29.6% | -99.5% | -73.0% |
| All | -82.3% | +147.8% | -230.1% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling