+89.9%
CVE vs MLM
+600.1%
-510.2%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.1% | -2.5% | -1.9% |
| 7D | +2.5% | -2.9% | +5.4% | +3.8% |
| 30D | +16.7% | -6.8% | +23.6% | +20.4% |
| 3M | +9.3% | -11.2% | +20.5% | +13.5% |
| 6M | +43.6% | -21.8% | +65.4% | +57.1% |
| YTD | +93.6% | -17.0% | +110.6% | +104.0% |
| 1Y | +98.8% | -16.4% | +115.1% | +107.7% |
| 3Y | +73.6% | +14.5% | +59.1% | +49.2% |
| 5Y | +312.5% | +41.7% | +270.7% | +204.7% |
| 10Y | +161.0% | +200.0% | -39.0% | +27.1% |
| All | +89.9% | +600.1% | -510.2% | -46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling