+38.6%
MA vs CDE
+826.1%
-787.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.6% |
| 7D | -3.5% | -2.0% | -1.5% | -3.5% |
| 30D | +0.8% | +15.7% | -14.9% | +0.3% |
| 3M | +14.8% | +30.5% | -15.7% | +13.6% |
| 6M | +10.0% | -7.4% | +17.4% | +10.1% |
| YTD | -0.1% | +17.9% | -18.0% | -1.4% |
| 1Y | -2.2% | +46.7% | -48.9% | -5.1% |
| All | +38.6% | +826.1% | -787.5% | +21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling