+2.7%
MDT vs CVE
+158.6%
-156.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.7% | +1.2% | +1.8% |
| 7D | +1.0% | +5.9% | -4.9% | +0.6% |
| 30D | +9.2% | -10.9% | +20.0% | +9.9% |
| 3M | +14.5% | -4.5% | +19.0% | +14.6% |
| 6M | +37.3% | -1.0% | +38.3% | +36.9% |
| YTD | +9.8% | +74.7% | -64.9% | +3.8% |
| 1Y | +10.5% | +65.8% | -55.3% | +5.0% |
| 3Y | +57.4% | +73.2% | -15.7% | +46.2% |
| All | +2.7% | +158.6% | -156.0% | -13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling