+53.0%
MDT vs CVE
+53.7%
-0.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.9% |
| 7D | +5.4% | -16.1% | +21.6% | +6.0% |
| 30D | +19.1% | -10.4% | +29.4% | +19.3% |
| 3M | +19.5% | -2.4% | +21.8% | +19.2% |
| 6M | +33.5% | -4.4% | +37.9% | +33.2% |
| YTD | +8.7% | +64.9% | -56.3% | +4.4% |
| 1Y | +16.8% | +66.0% | -49.2% | +12.2% |
| 3Y | +53.0% | +57.7% | -4.7% | +41.1% |
| All | +53.0% | +53.7% | -0.8% | +41.1% |
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