-80.4%
CLSK vs MPC
+1,166.0%
-1,246.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.5% | -3.5% | -1.4% |
| 7D | +20.4% | +9.4% | +11.0% | +19.0% |
| 30D | -32.6% | -13.4% | -19.2% | -31.3% |
| 3M | -43.8% | +18.9% | -62.7% | -45.3% |
| 6M | -49.2% | +64.9% | -114.1% | -52.9% |
| YTD | -32.4% | +156.8% | -189.2% | -41.7% |
| 1Y | -48.7% | +113.2% | -161.9% | -54.5% |
| 3Y | +82.9% | +201.8% | -118.9% | +54.7% |
| 5Y | -68.1% | +601.4% | -669.4% | -73.7% |
| All | -80.4% | +1,166.0% | -1,246.4% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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