+942.1%
MDB vs CVE
+252.8%
+689.3%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.8% |
| 7D | +6.8% | +5.9% | +0.9% | +5.8% |
| 30D | -6.2% | -10.9% | +4.7% | -4.4% |
| 3M | -29.2% | -4.5% | -24.7% | -28.8% |
| 6M | +10.3% | -1.0% | +11.3% | +10.1% |
| YTD | -20.4% | +74.7% | -95.1% | -28.2% |
| 1Y | -4.8% | +65.8% | -70.6% | -13.5% |
| 3Y | -11.6% | +73.2% | -84.8% | -21.5% |
| 5Y | -41.0% | +155.6% | -196.6% | -51.1% |
| All | +942.1% | +252.8% | +689.3% | +659.7% |
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