+197.6%
CDE vs MP
+61.8%
+135.8%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.3% | -3.2% |
| 7D | +2.3% | +3.0% | -0.8% | +1.3% |
| 30D | +18.8% | +8.3% | +10.5% | +15.5% |
| 3M | +23.5% | -3.8% | +27.3% | +24.1% |
| 6M | -8.6% | -4.9% | -3.7% | -8.9% |
| YTD | +16.0% | +9.6% | +6.4% | +11.2% |
| 1Y | +42.1% | -11.7% | +53.8% | +42.4% |
| 3Y | +835.9% | +158.5% | +677.4% | +454.9% |
| 5Y | +197.6% | +68.9% | +128.7% | +93.7% |
| All | +197.6% | +61.8% | +135.8% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling