+29.6%
MDT vs CVE
+72.1%
-42.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.5% | +1.2% |
| 7D | +3.2% | +2.5% | +0.7% | +3.1% |
| 30D | +9.5% | +16.7% | -7.2% | +8.7% |
| 3M | +16.0% | +9.3% | +6.7% | +15.4% |
| 6M | +0.2% | +43.6% | -43.4% | -1.9% |
| YTD | -0.3% | +93.6% | -93.9% | -4.4% |
| 1Y | +4.7% | +98.8% | -94.0% | +0.2% |
| All | +29.6% | +72.1% | -42.5% | +18.6% |
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 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