-2.6%
MCD vs CLSK
+202.5%
-205.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.9% |
| 7D | -2.9% | +17.2% | -20.1% | -2.9% |
| 30D | -6.7% | +14.6% | -21.3% | -6.8% |
| 3M | -9.6% | -16.8% | +7.3% | -9.5% |
| 6M | -22.3% | +38.2% | -60.5% | -22.6% |
| YTD | -15.4% | +31.2% | -46.7% | -15.9% |
| 1Y | -16.8% | +37.3% | -54.1% | -17.5% |
| All | -2.6% | +202.5% | -205.1% | -9.8% |
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