+14.5%
MDB vs CVE
+99.6%
-85.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -4.0% |
| 7D | -17.4% | +2.5% | -19.9% | -17.5% |
| 30D | -2.0% | +16.7% | -18.8% | -2.7% |
| 3M | -3.0% | +9.3% | -12.3% | -3.5% |
| 6M | +48.7% | +43.6% | +5.1% | +49.8% |
| YTD | -12.1% | +93.6% | -105.7% | -5.9% |
| 1Y | +14.5% | +98.8% | -84.3% | +23.5% |
| All | +14.5% | +99.6% | -85.1% | +23.5% |
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