+23.4%
MCD vs CDE
+106.7%
-83.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.6% |
| 7D | -1.9% | +3.1% | -5.0% | -2.0% |
| 30D | +16.6% | -10.3% | +26.9% | +16.8% |
| 3M | +0.9% | -19.1% | +20.1% | +1.2% |
| 6M | +1.5% | -24.0% | +25.5% | +1.8% |
| YTD | -8.3% | -15.6% | +7.3% | -8.5% |
| 1Y | -8.1% | -1.1% | -7.1% | -8.7% |
| 3Y | +10.3% | +613.1% | -602.8% | +2.2% |
| 5Y | +23.4% | +109.3% | -85.9% | +25.2% |
| All | +23.4% | +106.7% | -83.3% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling