+153.2%
MPWR vs CLSK
+202.5%
-49.3%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -1.3% | +17.2% | -18.5% | -4.3% |
| 30D | -12.8% | +14.6% | -27.4% | -15.3% |
| 3M | -21.3% | -16.8% | -4.5% | -19.7% |
| 6M | +13.7% | +38.2% | -24.4% | +5.7% |
| YTD | +33.3% | +31.2% | +2.1% | +23.0% |
| 1Y | +41.3% | +37.3% | +4.0% | +26.1% |
| All | +153.2% | +202.5% | -49.3% | +80.8% |
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