+226.3%
CLSK vs MXL
+222.8%
+3.4%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +7.5% | -0.7% | +4.4% |
| 7D | +7.7% | +18.9% | -11.1% | +2.0% |
| 30D | +12.2% | +0.3% | +11.9% | +11.4% |
| 3M | -15.5% | -8.0% | -7.4% | -16.9% |
| 6M | +39.3% | +341.2% | -301.9% | -34.1% |
| YTD | +35.1% | +327.8% | -292.7% | -35.7% |
| 1Y | +34.0% | +364.9% | -330.9% | -39.4% |
| 3Y | +226.3% | +229.2% | -3.0% | +56.2% |
| All | +226.3% | +222.8% | +3.4% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling