+189.8%
CDE vs MP
+291.5%
-101.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.5% | -5.7% | -3.3% |
| 7D | -9.6% | +9.5% | -19.1% | -12.0% |
| 30D | -6.7% | -3.0% | -3.7% | -6.1% |
| 3M | -24.2% | -30.4% | +6.1% | -16.3% |
| 6M | -29.1% | -39.2% | +10.1% | -19.3% |
| YTD | -21.5% | -23.3% | +1.8% | -16.4% |
| 1Y | -7.4% | -32.6% | +25.3% | +1.8% |
| 3Y | +596.3% | +159.3% | +437.0% | +356.1% |
| 5Y | +95.7% | -16.4% | +112.2% | +63.8% |
| All | +189.8% | +291.5% | -101.7% | +38.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling