+173.0%
MCHP vs CLSK
-60.8%
+233.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +6.8% | -3.1% | +3.4% |
| 7D | 0.0% | +7.7% | -7.7% | -0.2% |
| 30D | -6.0% | +12.2% | -18.3% | -6.4% |
| 3M | -19.7% | -15.5% | -4.2% | -19.4% |
| 6M | +14.0% | +39.3% | -25.3% | +12.6% |
| YTD | +18.4% | +35.1% | -16.7% | +16.7% |
| 1Y | +17.1% | +34.0% | -16.9% | +15.1% |
| 3Y | +0.7% | +226.3% | -225.5% | -4.7% |
| 5Y | +5.1% | +6.4% | -1.3% | -0.3% |
| All | +173.0% | -60.8% | +233.9% | +151.5% |
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