+163.4%
MCHP vs CLSK
-63.3%
+226.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.6% | +1.7% | -1.8% |
| 7D | -2.1% | +1.7% | -3.8% | -2.2% |
| 30D | -11.1% | +11.1% | -22.2% | -11.5% |
| 3M | -18.1% | -14.1% | -4.0% | -17.8% |
| 6M | +10.8% | +32.9% | -22.1% | +9.6% |
| YTD | +14.2% | +26.5% | -12.2% | +12.8% |
| 1Y | +13.5% | +27.6% | -14.2% | +11.7% |
| 3Y | -2.0% | +190.9% | -192.9% | -7.0% |
| 5Y | +1.4% | -0.4% | +1.8% | -3.6% |
| All | +163.4% | -63.3% | +226.7% | +143.2% |
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