+206.4%
CLSK vs MPC
+176.9%
+29.5%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.3% |
| 7D | +21.9% | +3.9% | +18.0% | +20.1% |
| 30D | +9.6% | +33.8% | -24.2% | -3.5% |
| 3M | -18.4% | +49.9% | -68.3% | -32.2% |
| 6M | +46.4% | +80.9% | -34.6% | +7.7% |
| YTD | +33.2% | +147.4% | -114.2% | -18.6% |
| 1Y | +47.0% | +123.2% | -76.2% | -5.2% |
| 3Y | +206.4% | +171.7% | +34.6% | +60.0% |
| All | +206.4% | +176.9% | +29.5% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling