+593.1%
MA vs CDE
+57.8%
+535.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.5% |
| 7D | +1.3% | -9.6% | +10.9% | +2.1% |
| 30D | +9.6% | -6.7% | +16.3% | +10.0% |
| 3M | +16.8% | -24.2% | +41.0% | +18.8% |
| 6M | +35.2% | -29.1% | +64.3% | +37.5% |
| YTD | +16.6% | -21.5% | +38.1% | +16.2% |
| 1Y | +19.8% | -7.4% | +27.2% | +17.5% |
| 3Y | +70.7% | +596.3% | -525.6% | +31.3% |
| 5Y | +87.4% | +95.7% | -8.3% | +57.6% |
| All | +593.1% | +57.8% | +535.3% | +413.4% |
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