+19.8%
CDE vs MDLN
-7.1%
+26.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.7% | +1.1% |
| 7D | -3.1% | -11.1% | +8.0% | -0.9% |
| 30D | +9.5% | -8.4% | +17.8% | +11.4% |
| 3M | +25.5% | -12.4% | +37.9% | +26.6% |
| 6M | -7.9% | -23.3% | +15.4% | -3.8% |
| YTD | +15.6% | -22.5% | +38.1% | +19.5% |
| All | +19.8% | -7.1% | +26.8% | +22.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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