-9.1%
CDE vs MPC
+2,977.1%
-2,986.2%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.3% | -2.2% | -2.0% |
| 7D | +0.5% | +5.4% | -4.9% | -1.2% |
| 30D | +21.9% | +31.0% | -9.1% | +11.1% |
| 3M | +14.9% | +46.0% | -31.1% | +0.5% |
| 6M | -10.5% | +77.3% | -87.8% | -27.8% |
| YTD | +19.3% | +141.9% | -122.6% | -13.9% |
| 1Y | +50.8% | +120.9% | -70.1% | +12.2% |
| 3Y | +782.3% | +182.7% | +599.6% | +490.8% |
| 5Y | +191.7% | +646.4% | -454.7% | +40.6% |
| 10Y | +57.6% | +1,138.7% | -1,081.1% | -42.4% |
| All | -9.1% | +2,977.1% | -2,986.2% | -79.1% |
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