+5.6%
CDE vs MPC
+122.9%
-117.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -8.1% | +16.8% | +7.4% |
| 7D | +1.1% | -10.9% | +12.0% | -0.5% |
| 30D | -14.5% | -9.4% | -5.1% | -15.7% |
| 3M | -10.1% | +26.0% | -36.0% | -8.9% |
| 6M | -16.9% | +56.5% | -73.4% | -15.2% |
| YTD | -18.1% | +144.3% | -162.4% | -24.5% |
| 1Y | +5.6% | +117.2% | -111.6% | +0.3% |
| All | +5.6% | +122.9% | -117.3% | +0.3% |
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