+23.3%
MDT vs CLSK
+211.4%
-188.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.8% | -7.5% | -0.8% |
| 7D | -3.4% | +7.7% | -11.1% | -3.5% |
| 30D | +0.2% | +12.2% | -12.0% | 0.0% |
| 3M | +14.3% | -15.5% | +29.7% | +14.5% |
| 6M | +4.0% | +39.3% | -35.3% | +2.7% |
| YTD | -3.7% | +35.1% | -38.8% | -5.1% |
| 1Y | -0.4% | +34.0% | -34.4% | -2.2% |
| 3Y | +23.3% | +226.3% | -202.9% | +10.1% |
| All | +23.3% | +211.4% | -188.1% | +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