+57.4%
MDT vs CVE
+74.2%
-16.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.0% | +5.9% | -4.9% | +0.9% |
| 30D | +9.2% | -10.9% | +20.0% | +9.5% |
| 3M | +14.5% | -4.5% | +19.0% | +14.5% |
| 6M | +37.3% | -1.0% | +38.3% | +37.0% |
| YTD | +9.8% | +74.7% | -64.9% | +5.6% |
| 1Y | +10.5% | +65.8% | -55.3% | +6.7% |
| 3Y | +57.4% | +73.2% | -15.7% | +42.8% |
| All | +57.4% | +74.2% | -16.8% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling