-40.2%
MDB vs CVE
+136.5%
-176.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.3% | +1.1% | +1.3% |
| 7D | -1.0% | -10.0% | +9.0% | +1.6% |
| 30D | -14.0% | -11.9% | -2.1% | -11.4% |
| 3M | -20.3% | -5.9% | -14.4% | -19.4% |
| 6M | +10.9% | -1.6% | +12.4% | +10.6% |
| YTD | -20.9% | +66.3% | -87.2% | -31.7% |
| 1Y | -11.2% | +57.5% | -68.7% | -22.3% |
| 3Y | -11.9% | +65.4% | -77.3% | -26.6% |
| 5Y | -40.2% | +144.2% | -184.3% | -56.0% |
| All | -40.2% | +136.5% | -176.7% | -56.0% |
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