+39.6%
CDE vs MLM
+204.6%
-165.0%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.5% |
| 7D | +2.3% | +1.4% | +0.9% | +1.6% |
| 30D | +18.8% | -6.5% | +25.3% | +22.7% |
| 3M | +23.5% | -7.4% | +30.9% | +28.0% |
| 6M | -8.6% | -15.8% | +7.2% | -0.8% |
| YTD | +16.0% | -17.4% | +33.4% | +27.3% |
| 1Y | +42.1% | -17.9% | +60.0% | +55.8% |
| 3Y | +835.9% | +18.9% | +817.0% | +777.3% |
| 5Y | +197.6% | +43.4% | +154.2% | +153.7% |
| 10Y | +39.6% | +206.2% | -166.6% | -14.1% |
| All | +39.6% | +204.6% | -165.0% | -14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling