+284.3%
MDT vs CVE
+61.8%
+222.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.6% | -2.3% | -2.8% |
| 7D | +5.4% | -16.1% | +21.6% | +8.1% |
| 30D | +19.1% | -10.4% | +29.4% | +20.7% |
| 3M | +19.5% | -2.4% | +21.8% | +19.4% |
| 6M | +33.5% | -4.4% | +37.9% | +33.4% |
| YTD | +8.7% | +64.9% | -56.3% | -0.8% |
| 1Y | +16.8% | +66.0% | -49.2% | +6.4% |
| 3Y | +53.0% | +57.7% | -4.7% | +37.8% |
| 5Y | -2.9% | +144.7% | -147.6% | -21.6% |
| 10Y | +61.4% | +139.2% | -77.8% | +11.4% |
| All | +284.3% | +61.8% | +222.5% | +175.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling