+950.8%
MU vs CLSK
+80.2%
+870.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.8% |
| 7D | +12.8% | +8.0% | +4.8% | +10.8% |
| 30D | -14.9% | -27.9% | +13.1% | -8.0% |
| 3M | -18.0% | -42.3% | +24.2% | -7.6% |
| 6M | -3.1% | -50.0% | +46.9% | +13.6% |
| YTD | +172.9% | -34.3% | +207.2% | +200.6% |
| 1Y | +228.8% | -44.5% | +273.3% | +268.5% |
| 3Y | +950.8% | +74.5% | +876.3% | +1,078.8% |
| All | +950.8% | +80.2% | +870.6% | +1,078.8% |
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