+146.2%
CVE vs MLM
+30.6%
+115.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.2% | +2.4% | -1.7% |
| 7D | -14.1% | -1.2% | -12.8% | -13.9% |
| 30D | -11.6% | +7.9% | -19.6% | -13.2% |
| 3M | 0.0% | -4.5% | +4.5% | +0.7% |
| 6M | -8.4% | -12.6% | +4.3% | -6.4% |
| YTD | +65.9% | -14.9% | +80.8% | +69.3% |
| 1Y | +69.4% | -13.1% | +82.5% | +71.5% |
| 3Y | +55.9% | +21.2% | +34.7% | +36.7% |
| 5Y | +146.2% | +32.0% | +114.2% | +102.9% |
| All | +146.2% | +30.6% | +115.5% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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