+596.2%
MCD vs CVE
+62.8%
+533.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | -0.5% |
| 7D | +8.0% | -14.1% | +22.1% | +9.6% |
| 30D | +19.6% | -11.6% | +31.2% | +20.9% |
| 3M | +2.2% | 0.0% | +2.2% | +1.9% |
| 6M | -1.1% | -8.4% | +7.2% | -0.8% |
| YTD | -7.2% | +65.9% | -73.2% | -13.2% |
| 1Y | -6.7% | +69.4% | -76.1% | -12.9% |
| 3Y | +11.6% | +55.9% | -44.3% | +3.6% |
| 5Y | +22.6% | +146.2% | -123.5% | +4.7% |
| 10Y | +218.4% | +140.6% | +77.8% | +135.2% |
| All | +596.2% | +62.8% | +533.5% | +405.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling