-92.0%
CDE vs MLM
+2,981.8%
-3,073.8%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.8% | +7.6% | +6.5% |
| 7D | +18.1% | -4.1% | +22.2% | +20.1% |
| 30D | -6.2% | +8.2% | -14.4% | -9.6% |
| 3M | -1.2% | -3.6% | +2.4% | +0.2% |
| 6M | -17.4% | -15.6% | -1.8% | -11.6% |
| YTD | -13.1% | -16.4% | +3.3% | -6.2% |
| 1Y | +7.3% | -14.3% | +21.6% | +14.7% |
| 3Y | +522.0% | +19.3% | +502.7% | +480.8% |
| 5Y | +123.2% | +29.6% | +93.6% | +98.6% |
| 10Y | +37.9% | +189.9% | -152.0% | -17.4% |
| All | -92.0% | +2,981.8% | -3,073.8% | -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