+6,367.0%
MCD vs CDE
-93.1%
+6,460.1%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | -1.6% | -9.6% | +8.0% | -1.4% |
| 30D | +14.1% | -6.7% | +20.8% | +14.3% |
| 3M | +0.6% | -24.2% | +24.8% | +1.1% |
| 6M | 0.0% | -29.1% | +29.1% | +0.5% |
| YTD | -9.3% | -21.5% | +12.2% | -9.3% |
| 1Y | -9.3% | -7.4% | -1.9% | -9.7% |
| 3Y | +8.6% | +596.3% | -587.7% | +1.8% |
| 5Y | +21.9% | +95.7% | -73.8% | +16.5% |
| 10Y | +202.8% | +53.0% | +149.8% | +183.2% |
| All | +6,367.0% | -93.1% | +6,460.1% | +5,823.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling