+50.8%
CDE vs MMM
+12.8%
+38.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -2.0% |
| 7D | +0.5% | -3.3% | +3.8% | +2.7% |
| 30D | +21.9% | -7.0% | +28.9% | +27.8% |
| 3M | +14.9% | +10.8% | +4.1% | +7.7% |
| 6M | -10.5% | +5.8% | -16.3% | -14.8% |
| YTD | +19.3% | +6.8% | +12.5% | +12.1% |
| 1Y | +50.8% | +10.4% | +40.4% | +52.7% |
| All | +50.8% | +12.8% | +38.0% | +52.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling