+5.4%
CLSK vs MPC
+655.4%
-650.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +2.3% | +3.9% | +5.2% |
| 7D | +21.9% | +3.9% | +18.0% | +19.9% |
| 30D | +9.6% | +33.8% | -24.2% | -5.2% |
| 3M | -18.4% | +49.9% | -68.3% | -33.8% |
| 6M | +46.4% | +80.9% | -34.6% | +5.1% |
| YTD | +33.2% | +147.4% | -114.2% | -20.0% |
| 1Y | +47.0% | +123.2% | -76.2% | -6.9% |
| 3Y | +206.4% | +171.7% | +34.6% | +66.9% |
| 5Y | +5.4% | +678.6% | -673.2% | -75.8% |
| All | +5.4% | +655.4% | -650.0% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling