+6,406.5%
MCD vs CDE
-92.9%
+6,499.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.9% | +4.4% | -0.3% |
| 7D | -1.6% | -2.3% | +0.7% | -1.5% |
| 30D | +16.0% | -12.1% | +28.1% | +16.3% |
| 3M | 0.0% | -23.9% | +23.9% | +0.5% |
| 6M | +0.9% | -29.0% | +30.0% | +1.5% |
| YTD | -8.7% | -19.7% | +11.0% | -8.8% |
| 1Y | -8.6% | -8.4% | -0.2% | -8.9% |
| 3Y | +9.9% | +578.5% | -568.6% | +3.0% |
| 5Y | +22.6% | +100.2% | -77.6% | +17.2% |
| 10Y | +204.6% | +56.5% | +148.2% | +184.8% |
| All | +6,406.5% | -92.9% | +6,499.4% | +5,856.7% |
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