+54.3%
CDE vs MPC
+1,167.6%
-1,113.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.8% | -1.4% | -2.6% |
| 7D | -6.1% | +1.2% | -7.3% | -6.4% |
| 30D | +9.5% | +17.0% | -7.5% | +3.7% |
| 3M | +32.0% | +49.5% | -17.5% | +14.5% |
| 6M | -12.8% | +83.5% | -96.3% | -30.5% |
| YTD | +14.2% | +144.1% | -129.9% | -18.0% |
| 1Y | +36.3% | +119.6% | -83.3% | +1.5% |
| 3Y | +821.4% | +168.1% | +653.3% | +526.2% |
| 5Y | +194.3% | +671.3% | -477.1% | +40.2% |
| All | +54.3% | +1,167.6% | -1,113.4% | -42.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling