+50.8%
CDE vs MDB
+18.3%
+32.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.1% | +2.2% | -0.9% |
| 7D | +0.5% | -17.4% | +18.0% | +4.7% |
| 30D | +21.9% | -2.0% | +23.9% | +20.8% |
| 3M | +14.9% | -3.0% | +17.9% | +14.0% |
| 6M | -10.5% | +48.7% | -59.2% | -22.1% |
| YTD | +19.3% | -12.1% | +31.4% | +18.7% |
| 1Y | +50.8% | +14.5% | +36.3% | +39.7% |
| All | +50.8% | +18.3% | +32.5% | +39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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