+18.9%
MCD vs CDE
+193.0%
-174.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.1% | +3.0% | -0.1% |
| 7D | -2.5% | -6.1% | +3.5% | -2.5% |
| 30D | -7.0% | +9.5% | -16.5% | -7.2% |
| 3M | -9.8% | +32.0% | -41.8% | -10.2% |
| 6M | -21.8% | -12.8% | -9.0% | -21.7% |
| YTD | -15.6% | +14.2% | -29.8% | -16.1% |
| 1Y | -15.2% | +36.3% | -51.5% | -16.1% |
| 3Y | -2.6% | +821.4% | -824.0% | -9.5% |
| 5Y | +18.9% | +194.3% | -175.4% | +10.1% |
| All | +18.9% | +193.0% | -174.1% | +10.1% |
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 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