-9.3%
MCD vs CDE
-12.1%
+2.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -1.6% | -9.6% | +8.0% | -1.6% |
| 30D | +14.1% | -6.7% | +20.8% | +14.0% |
| 3M | +0.6% | -24.2% | +24.8% | +0.3% |
| 6M | 0.0% | -29.1% | +29.1% | 0.0% |
| YTD | -9.3% | -21.5% | +12.2% | -8.5% |
| 1Y | -9.3% | -7.4% | -1.9% | -8.0% |
| All | -9.3% | -12.1% | +2.8% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling