+612.2%
CDE vs MPC
+201.9%
+410.3%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.3% | -5.3% |
| 7D | -2.3% | +9.4% | -11.7% | -4.0% |
| 30D | -12.1% | -13.4% | +1.4% | -9.7% |
| 3M | -23.9% | +18.9% | -42.8% | -28.3% |
| 6M | -29.0% | +64.9% | -93.9% | -39.7% |
| YTD | -19.7% | +156.8% | -176.5% | -44.1% |
| 1Y | -8.4% | +113.2% | -121.6% | -30.9% |
| All | +612.2% | +201.9% | +410.3% | +376.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling