-92.0%
CDE vs MLM
+3,041.7%
-3,133.7%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.5% | -6.5% | -6.8% |
| 7D | +14.0% | -2.9% | +16.9% | +15.4% |
| 30D | -10.7% | +10.4% | -21.2% | -14.6% |
| 3M | -15.8% | -3.7% | -12.0% | -14.6% |
| 6M | -17.5% | -10.3% | -7.3% | -13.9% |
| YTD | -14.1% | -14.8% | +0.7% | -8.0% |
| 1Y | +2.9% | -13.9% | +16.8% | +9.9% |
| 3Y | +625.5% | +18.4% | +607.1% | +580.1% |
| 5Y | +117.1% | +31.8% | +85.3% | +92.0% |
| 10Y | +52.9% | +143.4% | -90.5% | -1.1% |
| All | -92.0% | +3,041.7% | -3,133.7% | -97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling