+137.3%
CDE vs MTSI
+208.2%
-70.9%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +9.0% | -2.7% | +2.7% |
| 7D | +23.5% | +3.5% | +20.0% | +20.2% |
| 30D | -4.0% | -30.3% | +26.3% | +9.3% |
| 3M | -5.4% | -26.0% | +20.6% | +3.1% |
| 6M | -11.3% | -36.1% | +24.8% | +0.7% |
| YTD | -7.6% | +34.3% | -41.9% | -27.8% |
| 1Y | +12.1% | +35.3% | -23.2% | -12.9% |
| 3Y | +652.0% | +217.6% | +434.3% | +271.0% |
| 5Y | +137.3% | +210.1% | -72.8% | +1.5% |
| All | +137.3% | +208.2% | -70.9% | +1.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTSI.
Daily Out/Under-Performance
Portfolio return minus MTSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTSI 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 5y: compounded portfolio wealth divided by compounded MTSI 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…
5y analysis · Full analysis span regression · 6 months rolling