-12.6%
CDE vs MTSI
+1,308.1%
-1,320.8%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.5% | -5.4% | -2.9% |
| 7D | +0.5% | +1.4% | -0.9% | 0.0% |
| 30D | +21.9% | +2.1% | +19.8% | +19.3% |
| 3M | +14.9% | -29.7% | +44.7% | +25.7% |
| 6M | -10.5% | +12.5% | -23.0% | -16.3% |
| YTD | +19.3% | +57.0% | -37.8% | +0.4% |
| 1Y | +50.8% | +103.9% | -53.1% | +16.9% |
| 3Y | +782.3% | +223.6% | +558.7% | +489.6% |
| 5Y | +191.7% | +321.6% | -129.9% | +77.0% |
| 10Y | +57.6% | +517.7% | -460.1% | -24.0% |
| All | -12.6% | +1,308.1% | -1,320.8% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling