-13.0%
MDB vs CVE
+68.4%
-81.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -7.1% |
| 7D | -20.9% | -14.1% | -6.8% | -20.3% |
| 30D | -15.6% | -11.6% | -3.9% | -14.9% |
| 3M | -19.1% | 0.0% | -19.1% | -18.4% |
| 6M | +14.2% | -8.4% | +22.6% | +14.5% |
| YTD | -27.4% | +65.9% | -93.3% | -11.6% |
| 1Y | -13.0% | +69.4% | -82.5% | +6.9% |
| All | -13.0% | +68.4% | -81.4% | +6.9% |
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