+169.9%
MCD vs CLSK
-63.3%
+233.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.6% | +3.4% | -0.2% |
| 7D | -2.5% | +1.7% | -4.3% | -2.5% |
| 30D | -7.0% | +11.1% | -18.2% | -7.1% |
| 3M | -9.8% | -14.1% | +4.3% | -9.8% |
| 6M | -21.8% | +32.9% | -54.7% | -22.0% |
| YTD | -15.6% | +26.5% | -42.1% | -15.9% |
| 1Y | -15.2% | +27.6% | -42.8% | -15.5% |
| 3Y | -2.6% | +190.9% | -193.5% | -4.1% |
| 5Y | +18.9% | -0.4% | +19.3% | +17.0% |
| All | +169.9% | -63.3% | +233.2% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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