+177.3%
MCD vs CVE
+159.5%
+17.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.4% |
| 7D | -2.8% | +2.5% | -5.3% | -3.1% |
| 30D | -6.0% | +16.7% | -22.8% | -7.4% |
| 3M | -5.6% | +9.3% | -14.8% | -6.6% |
| 6M | -21.9% | +43.6% | -65.4% | -24.9% |
| YTD | -14.7% | +93.6% | -108.3% | -20.6% |
| 1Y | -17.3% | +98.8% | -116.0% | -23.3% |
| 3Y | -2.2% | +73.6% | -75.8% | -9.2% |
| 5Y | +20.3% | +312.5% | -292.2% | -2.2% |
| All | +177.3% | +159.5% | +17.8% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling