-89.7%
CDE vs MRSH
+3,263.4%
-3,353.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -3.1% | -4.8% | +1.6% | -2.0% |
| 30D | +9.5% | -6.3% | +15.8% | +11.2% |
| 3M | +25.5% | +5.8% | +19.7% | +23.0% |
| 6M | -7.9% | +2.8% | -10.7% | -9.8% |
| YTD | +15.6% | -3.1% | +18.7% | +14.6% |
| 1Y | +34.0% | -11.3% | +45.3% | +35.4% |
| 3Y | +791.9% | -5.0% | +796.9% | +778.5% |
| 5Y | +197.7% | +19.2% | +178.5% | +176.5% |
| 10Y | +55.0% | +217.4% | -162.4% | +15.9% |
| All | -89.7% | +3,263.4% | -3,353.1% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 MRSH 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