+9.7%
MCD vs CLSK
+87.3%
-77.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +5.2% | -7.8% | -2.6% |
| 7D | -1.9% | +1.6% | -3.6% | -1.9% |
| 30D | +16.6% | -32.9% | +49.5% | +16.5% |
| 3M | +0.9% | -40.0% | +41.0% | +0.9% |
| 6M | +1.5% | -51.7% | +53.1% | +1.3% |
| YTD | -8.3% | -31.7% | +23.4% | -8.8% |
| 1Y | -8.1% | -50.8% | +42.7% | -8.4% |
| All | +9.7% | +87.3% | -77.5% | +10.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling