+19.9%
MDT vs CVE
+73.4%
-53.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -7.6% | +13.8% | +5.8% |
| 7D | +10.7% | -12.1% | +22.8% | +10.3% |
| 30D | +19.3% | -9.8% | +29.1% | +18.8% |
| 3M | +22.8% | -0.7% | +23.5% | +22.3% |
| 6M | +36.4% | -4.3% | +40.7% | +35.9% |
| YTD | +12.1% | +70.6% | -58.5% | +8.7% |
| 1Y | +19.9% | +73.2% | -53.2% | +16.0% |
| All | +19.9% | +73.4% | -53.4% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling