+67.4%
CVE vs MLM
+656.9%
-589.5%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +2.4% | -10.0% | -8.8% |
| 7D | -12.1% | +9.1% | -21.2% | -15.9% |
| 30D | -9.8% | +14.6% | -24.4% | -15.9% |
| 3M | -0.7% | +0.3% | -1.0% | -1.7% |
| 6M | -4.3% | -7.5% | +3.1% | -3.5% |
| YTD | +70.6% | -10.2% | +80.8% | +72.2% |
| 1Y | +73.2% | -10.5% | +83.6% | +74.8% |
| 3Y | +60.3% | +27.8% | +32.5% | +30.7% |
| 5Y | +159.3% | +38.9% | +120.4% | +94.5% |
| 10Y | +147.4% | +211.4% | -64.0% | +18.0% |
| All | +67.4% | +656.9% | -589.5% | -55.2% |
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