+118.4%
CDE vs MLM
+23.5%
+94.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.9% |
| 7D | +18.1% | -4.1% | +22.2% | +21.1% |
| 30D | -6.2% | +8.2% | -14.4% | -11.4% |
| 3M | -1.2% | -3.6% | +2.4% | +0.8% |
| 6M | -17.4% | -15.6% | -1.8% | -8.7% |
| YTD | -13.1% | -16.4% | +3.3% | -3.0% |
| 1Y | +7.3% | -14.3% | +21.6% | +18.1% |
| 3Y | +522.0% | +19.3% | +502.7% | +458.6% |
| All | +118.4% | +23.5% | +94.9% | +70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling