+46.3%
MDT vs CLSK
-63.3%
+109.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.6% |
| 30D | +1.0% | +11.1% | -10.1% | +0.9% |
| 3M | +15.2% | -14.1% | +29.3% | +15.2% |
| 6M | +3.7% | +32.9% | -29.2% | +3.3% |
| YTD | -3.0% | +26.5% | -29.5% | -3.3% |
| 1Y | +2.5% | +27.6% | -25.1% | +2.0% |
| 3Y | +26.5% | +190.9% | -164.5% | +24.5% |
| 5Y | -18.3% | -0.4% | -17.9% | -19.7% |
| All | +46.3% | -63.3% | +109.7% | +53.7% |
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