+190.1%
MCD vs CLSK
-80.9%
+271.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.6% |
| 7D | -1.6% | +8.0% | -9.6% | -1.7% |
| 30D | +14.1% | -27.9% | +42.0% | +14.3% |
| 3M | +0.6% | -42.3% | +42.9% | +0.8% |
| 6M | 0.0% | -50.0% | +50.0% | +0.2% |
| YTD | -9.3% | -34.3% | +25.0% | -9.3% |
| 1Y | -9.3% | -44.5% | +35.2% | -9.3% |
| 3Y | +8.6% | +74.5% | -65.9% | +7.2% |
| 5Y | +21.9% | -69.0% | +90.9% | +20.6% |
| All | +190.1% | -80.9% | +271.1% | +180.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling