+23.0%
MMM vs CLSK
-58.7%
+81.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -16.6% | +26.1% | +10.1% |
| 7D | +12.2% | -20.7% | +33.0% | +13.0% |
| 30D | +18.8% | -45.5% | +64.4% | +22.2% |
| 3M | +7.4% | -52.0% | +59.4% | +11.0% |
| 6M | +38.3% | -47.0% | +85.3% | +40.5% |
| YTD | +22.9% | -32.8% | +55.7% | +20.9% |
| 1Y | +23.0% | -58.1% | +81.1% | +23.4% |
| All | +23.0% | -58.7% | +81.7% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling