+503.0%
MA vs CDE
+61.6%
+441.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.6% |
| 7D | -1.7% | -3.1% | +1.4% | -1.5% |
| 30D | +1.7% | +9.5% | -7.8% | +0.8% |
| 3M | +17.2% | +25.5% | -8.3% | +14.4% |
| 6M | +13.3% | -7.9% | +21.2% | +12.9% |
| YTD | +0.2% | +15.6% | -15.4% | -2.8% |
| 1Y | -2.7% | +34.0% | -36.8% | -7.7% |
| 3Y | +39.1% | +791.9% | -752.9% | +5.2% |
| 5Y | +68.8% | +197.7% | -129.0% | +37.5% |
| All | +503.0% | +61.6% | +441.4% | +354.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 10y: compounded portfolio wealth divided by compounded CDE 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…
10y analysis · Full analysis span regression · 6 months rolling