+61.6%
MDT vs CVE
+136.7%
-75.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.9% |
| 7D | +3.5% | -10.1% | +13.6% | +4.8% |
| 30D | +16.2% | -12.1% | +28.3% | +17.8% |
| 3M | +18.9% | -1.9% | +20.8% | +18.8% |
| 6M | +37.3% | -1.8% | +39.2% | +36.8% |
| YTD | +9.7% | +65.8% | -56.0% | +1.3% |
| 1Y | +15.2% | +60.8% | -45.7% | +6.7% |
| 3Y | +61.8% | +70.1% | -8.3% | +46.2% |
| 5Y | -1.4% | +134.8% | -136.1% | -17.6% |
| 10Y | +61.6% | +130.1% | -68.5% | +8.6% |
| All | +61.6% | +136.7% | -75.1% | +8.6% |
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