+194.3%
CDE vs MDB
-22.0%
+216.2%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +4.3% | -7.5% | -4.1% |
| 7D | -6.1% | -2.8% | -3.3% | -5.5% |
| 30D | +9.5% | -14.9% | +24.3% | +12.6% |
| 3M | +32.0% | +7.3% | +24.6% | +28.4% |
| 6M | -12.8% | +38.2% | -51.0% | -20.9% |
| YTD | +14.2% | -10.9% | +25.1% | +13.8% |
| 1Y | +36.3% | +11.6% | +24.7% | +28.2% |
| 3Y | +821.4% | -0.9% | +822.3% | +727.4% |
| 5Y | +194.3% | -23.5% | +217.8% | +149.3% |
| All | +194.3% | -22.0% | +216.2% | +149.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling