+849.8%
MDB vs CVE
+235.0%
+614.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -2.7% | -4.5% | -6.8% |
| 7D | -20.9% | -14.1% | -6.8% | -18.9% |
| 30D | -15.6% | -11.6% | -3.9% | -13.9% |
| 3M | -19.1% | 0.0% | -19.1% | -19.2% |
| 6M | +14.2% | -8.4% | +22.6% | +15.4% |
| YTD | -27.4% | +65.9% | -93.3% | -34.0% |
| 1Y | -13.0% | +69.4% | -82.5% | -21.3% |
| 3Y | -11.2% | +55.9% | -67.1% | -19.9% |
| 5Y | -45.2% | +146.2% | -191.3% | -54.2% |
| All | +849.8% | +235.0% | +614.8% | +598.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling