-15.4%
MDLN vs CVE
+97.6%
-112.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +2.5% | -7.7% | -4.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.1% |
| 30D | -1.5% | +17.5% | -19.0% | +0.7% |
| 3M | +2.6% | +16.2% | -13.6% | +5.7% |
| 6M | -20.9% | +47.8% | -68.6% | -17.7% |
| YTD | -17.4% | +98.5% | -115.9% | -17.3% |
| All | -15.4% | +97.6% | -112.9% | -15.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling