+66.3%
MA vs CDE
+198.6%
-132.3%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.7% |
| 7D | -3.5% | -2.0% | -1.5% | -3.4% |
| 30D | +0.8% | +15.7% | -14.9% | -0.2% |
| 3M | +14.8% | +30.5% | -15.7% | +12.5% |
| 6M | +10.0% | -7.4% | +17.4% | +9.8% |
| YTD | -0.1% | +17.9% | -18.0% | -2.5% |
| 1Y | -2.2% | +46.7% | -48.9% | -6.9% |
| 3Y | +39.3% | +851.3% | -812.0% | +8.2% |
| 5Y | +66.3% | +202.9% | -136.6% | +43.4% |
| All | +66.3% | +198.6% | -132.3% | +43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling