+13,824.1%
MA vs CDE
-53.8%
+13,877.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -0.9% |
| 7D | -2.7% | +0.5% | -3.2% | -2.8% |
| 30D | +1.5% | +21.9% | -20.3% | -0.8% |
| 3M | +20.4% | +14.9% | +5.5% | +17.8% |
| 6M | +11.1% | -10.5% | +21.6% | +10.8% |
| YTD | +2.0% | +19.3% | -17.3% | -2.2% |
| 1Y | -2.2% | +50.8% | -53.0% | -9.4% |
| 3Y | +41.9% | +782.3% | -740.4% | +2.7% |
| 5Y | +75.4% | +191.7% | -116.3% | +37.8% |
| 10Y | +527.5% | +57.6% | +469.9% | +366.5% |
| All | +13,824.1% | -53.8% | +13,877.9% | +8,269.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling