+176.9%
MCD vs CDE
+61.6%
+115.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.3% |
| 7D | -1.2% | -3.1% | +1.9% | -1.1% |
| 30D | -7.8% | +9.5% | -17.2% | -8.1% |
| 3M | -10.7% | +25.5% | -36.2% | -11.7% |
| 6M | -21.3% | -7.9% | -13.4% | -21.4% |
| YTD | -15.8% | +15.6% | -31.3% | -17.0% |
| 1Y | -16.0% | +34.0% | -50.1% | -18.1% |
| 3Y | -3.0% | +791.9% | -794.9% | -15.9% |
| 5Y | +18.6% | +197.7% | -179.1% | +6.9% |
| All | +176.9% | +61.6% | +115.4% | +133.3% |
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 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