+197.6%
CDE vs MTSI
+331.9%
-134.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.6% |
| 7D | +2.3% | +4.9% | -2.6% | +0.1% |
| 30D | +18.8% | -11.6% | +30.4% | +23.9% |
| 3M | +23.5% | -24.1% | +47.5% | +35.1% |
| 6M | -8.6% | +32.4% | -41.1% | -23.9% |
| YTD | +16.0% | +60.4% | -44.4% | -12.6% |
| 1Y | +42.1% | +111.0% | -68.9% | -6.6% |
| 3Y | +835.9% | +246.1% | +589.8% | +368.5% |
| 5Y | +197.6% | +340.3% | -142.7% | +28.6% |
| All | +197.6% | +331.9% | -134.3% | +28.6% |
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