-1.5%
MCD vs CDE
+819.3%
-820.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.7% | +2.8% | +0.1% |
| 7D | -2.0% | +2.3% | -4.3% | -2.0% |
| 30D | -6.1% | +18.8% | -24.9% | -6.3% |
| 3M | -7.3% | +23.5% | -30.7% | -7.4% |
| 6M | -20.9% | -8.6% | -12.3% | -20.9% |
| YTD | -14.7% | +16.0% | -30.7% | -14.9% |
| 1Y | -16.1% | +42.1% | -58.2% | -16.8% |
| 3Y | -1.5% | +835.9% | -837.4% | -9.1% |
| All | -1.5% | +819.3% | -820.8% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling