+189.0%
CDE vs MMM
+26.9%
+162.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.3% | -0.1% | +0.5% |
| 7D | -3.1% | -2.1% | -1.0% | -2.0% |
| 30D | +9.5% | -9.8% | +19.3% | +15.8% |
| 3M | +25.5% | +4.9% | +20.6% | +22.2% |
| 6M | -7.9% | +7.3% | -15.2% | -11.3% |
| YTD | +15.6% | +4.5% | +11.1% | +12.7% |
| 1Y | +34.0% | +5.4% | +28.7% | +29.6% |
| 3Y | +791.9% | +98.6% | +693.3% | +485.5% |
| All | +189.0% | +26.9% | +162.1% | +148.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling