+50.8%
CDE vs MPC
+120.1%
-69.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -1.9% |
| 7D | +0.5% | +5.4% | -4.9% | +0.7% |
| 30D | +21.9% | +31.0% | -9.1% | +21.9% |
| 3M | +14.9% | +46.0% | -31.1% | +14.3% |
| 6M | -10.5% | +77.3% | -87.8% | -14.5% |
| YTD | +19.3% | +141.9% | -122.6% | +1.4% |
| 1Y | +50.8% | +120.9% | -70.1% | +42.7% |
| All | +50.8% | +120.1% | -69.3% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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