+5,979.9%
MCD vs CDE
-89.5%
+6,069.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.9% | +0.4% | -1.5% |
| 7D | -2.8% | +0.5% | -3.3% | -2.8% |
| 30D | -6.0% | +21.9% | -27.9% | -6.5% |
| 3M | -5.6% | +14.9% | -20.5% | -6.0% |
| 6M | -21.9% | -10.5% | -11.3% | -21.9% |
| YTD | -14.7% | +19.3% | -34.0% | -15.5% |
| 1Y | -17.3% | +50.8% | -68.1% | -18.6% |
| 3Y | -2.2% | +782.3% | -784.5% | -8.8% |
| 5Y | +20.3% | +191.7% | -171.4% | +13.9% |
| 10Y | +180.7% | +57.6% | +123.1% | +161.8% |
| All | +5,979.9% | -89.5% | +6,069.4% | +5,419.9% |
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