-60.8%
CLSK vs MXL
+252.7%
-313.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.5% | -0.7% | +4.1% |
| 7D | +7.7% | +18.9% | -11.1% | +1.1% |
| 30D | +12.2% | +0.3% | +11.9% | +11.2% |
| 3M | -15.5% | -8.0% | -7.4% | -17.4% |
| 6M | +39.3% | +341.2% | -301.9% | -39.1% |
| YTD | +35.1% | +327.8% | -292.7% | -40.5% |
| 1Y | +34.0% | +364.9% | -330.9% | -43.8% |
| 3Y | +226.3% | +229.2% | -3.0% | +35.5% |
| 5Y | +6.4% | +42.8% | -36.4% | -36.8% |
| All | -60.8% | +252.7% | -313.6% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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