-38.8%
CDE vs MPC
+3,166.6%
-3,205.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.5% | -7.3% | -5.6% |
| 7D | -2.3% | +9.4% | -11.7% | -5.1% |
| 30D | -12.1% | -13.4% | +1.4% | -8.6% |
| 3M | -23.9% | +18.9% | -42.8% | -29.2% |
| 6M | -29.0% | +64.9% | -93.9% | -41.4% |
| YTD | -19.7% | +156.8% | -176.5% | -43.9% |
| 1Y | -8.4% | +113.2% | -121.6% | -31.8% |
| 3Y | +578.5% | +201.8% | +376.7% | +340.5% |
| 5Y | +100.2% | +601.4% | -501.1% | -2.8% |
| 10Y | +56.5% | +1,166.0% | -1,109.5% | -43.8% |
| All | -38.8% | +3,166.6% | -3,205.4% | -86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling