-45.2%
MDB vs CVE
+148.3%
-193.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -6.6% |
| 7D | -20.9% | -14.1% | -6.8% | -17.9% |
| 30D | -15.6% | -11.6% | -3.9% | -13.0% |
| 3M | -19.1% | 0.0% | -19.1% | -19.4% |
| 6M | +14.2% | -8.4% | +22.6% | +15.9% |
| YTD | -27.4% | +65.9% | -93.3% | -37.4% |
| 1Y | -13.0% | +69.4% | -82.5% | -25.6% |
| 3Y | -11.2% | +55.9% | -67.1% | -25.2% |
| 5Y | -45.2% | +146.2% | -191.3% | -60.7% |
| All | -45.2% | +148.3% | -193.5% | -60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling