+2.8%
MDLN vs CVE
+69.9%
-67.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.7% | +0.4% | +3.7% |
| 7D | +4.5% | +0.1% | +4.4% | +4.5% |
| 30D | +17.9% | -10.8% | +28.7% | +15.3% |
| 3M | +20.3% | -4.3% | +24.7% | +18.8% |
| 6M | +7.4% | -1.5% | +8.9% | +8.1% |
| YTD | +0.4% | +70.7% | -70.3% | -2.3% |
| All | +2.8% | +69.9% | -67.1% | +0.2% |
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