-8.4%
MDB vs CVE
+54.6%
-63.0%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -6.6% |
| 7D | -20.9% | -14.1% | -6.8% | -18.1% |
| 30D | -15.6% | -11.6% | -3.9% | -13.2% |
| 3M | -19.1% | 0.0% | -19.1% | -19.3% |
| 6M | +14.2% | -8.4% | +22.6% | +15.8% |
| YTD | -27.4% | +65.9% | -93.3% | -37.1% |
| 1Y | -13.0% | +69.4% | -82.5% | -25.5% |
| All | -8.4% | +54.6% | -63.0% | -27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling