+76.1%
MMM vs CLSK
-80.9%
+157.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.8% | -0.9% |
| 7D | -0.4% | +8.0% | -8.3% | -0.5% |
| 30D | +12.1% | -27.9% | +40.1% | +12.4% |
| 3M | +1.4% | -42.3% | +43.7% | +1.8% |
| 6M | +26.6% | -50.0% | +76.6% | +27.2% |
| YTD | +16.8% | -34.3% | +51.1% | +16.9% |
| 1Y | +10.1% | -44.5% | +54.6% | +10.3% |
| 3Y | +158.4% | +74.5% | +83.9% | +155.1% |
| 5Y | +43.1% | -69.0% | +112.0% | +41.2% |
| All | +76.1% | -80.9% | +157.1% | +72.4% |
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 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