+5.6%
CDE vs MXL
+276.5%
-270.9%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -11.1% | +19.9% | +9.9% |
| 7D | +1.1% | -24.3% | +25.5% | +4.1% |
| 30D | -14.5% | -46.1% | +31.6% | -9.1% |
| 3M | -10.1% | -21.8% | +11.8% | -8.6% |
| 6M | -16.9% | -27.2% | +10.4% | -16.4% |
| YTD | -18.1% | +226.2% | -244.3% | -40.2% |
| 1Y | +5.6% | +297.0% | -291.4% | -28.7% |
| All | +5.6% | +276.5% | -270.9% | -28.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 1y: compounded portfolio wealth divided by compounded MXL 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…
1y analysis · Full analysis span regression · 6 months rolling