+15,612.2%
MA vs CDE
-68.9%
+15,681.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.9% | +3.6% | -0.7% |
| 7D | -0.5% | -2.3% | +1.7% | -0.4% |
| 30D | +7.9% | -12.1% | +20.0% | +9.0% |
| 3M | +16.8% | -23.9% | +40.7% | +19.3% |
| 6M | +31.0% | -29.0% | +60.0% | +33.8% |
| YTD | +15.0% | -19.7% | +34.8% | +14.4% |
| 1Y | +17.0% | -8.4% | +25.4% | +14.5% |
| 3Y | +68.5% | +578.5% | -510.0% | +25.1% |
| 5Y | +85.0% | +100.2% | -15.3% | +50.7% |
| 10Y | +561.3% | +56.5% | +504.9% | +388.3% |
| All | +15,612.2% | -68.9% | +15,681.1% | +9,689.3% |
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