+57.5%
MMM vs CLSK
-60.8%
+118.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.8% | -5.5% | +1.2% |
| 7D | -2.1% | +7.7% | -9.9% | -2.2% |
| 30D | -9.8% | +12.2% | -22.1% | -10.0% |
| 3M | +4.9% | -15.5% | +20.4% | +5.0% |
| 6M | +7.3% | +39.3% | -32.0% | +6.8% |
| YTD | +4.5% | +35.1% | -30.6% | +3.9% |
| 1Y | +5.4% | +34.0% | -28.7% | +4.6% |
| 3Y | +98.6% | +226.3% | -127.7% | +94.9% |
| 5Y | +27.4% | +6.4% | +21.0% | +24.8% |
| All | +57.5% | -60.8% | +118.4% | +53.3% |
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