+193.4%
MCD vs CDE
+57.8%
+135.6%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.5% |
| 7D | -1.6% | -9.6% | +8.0% | -1.3% |
| 30D | +14.1% | -6.7% | +20.8% | +14.4% |
| 3M | +0.6% | -24.2% | +24.8% | +1.5% |
| 6M | 0.0% | -29.1% | +29.1% | +0.9% |
| YTD | -9.3% | -21.5% | +12.2% | -9.3% |
| 1Y | -9.3% | -7.4% | -1.9% | -10.1% |
| 3Y | +8.6% | +596.3% | -587.7% | -5.1% |
| 5Y | +21.9% | +95.7% | -73.8% | +11.8% |
| All | +193.4% | +57.8% | +135.6% | +146.4% |
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