-7.7%
MDB vs CVE
+73.4%
-81.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.6% | +5.6% | -1.7% |
| 7D | -16.5% | -12.1% | -4.5% | -16.0% |
| 30D | -8.6% | -9.8% | +1.2% | -8.0% |
| 3M | -13.6% | -0.7% | -12.9% | -13.1% |
| 6M | +24.1% | -4.3% | +28.4% | +24.4% |
| YTD | -21.8% | +70.6% | -92.4% | -5.2% |
| 1Y | -7.7% | +73.2% | -80.9% | +12.4% |
| All | -7.7% | +73.4% | -81.1% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling