+40.3%
MDT vs CVE
+159.5%
-119.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.3% |
| 7D | +3.2% | +2.5% | +0.7% | +2.9% |
| 30D | +9.5% | +16.7% | -7.2% | +7.3% |
| 3M | +16.0% | +9.3% | +6.7% | +14.3% |
| 6M | +0.2% | +43.6% | -43.4% | -5.0% |
| YTD | -0.3% | +93.6% | -93.9% | -9.4% |
| 1Y | +4.7% | +98.8% | -94.0% | -5.4% |
| 3Y | +26.5% | +73.6% | -47.1% | +14.5% |
| 5Y | -18.2% | +312.5% | -330.7% | -36.9% |
| All | +40.3% | +159.5% | -119.2% | -6.6% |
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