+295.8%
MDT vs CVE
+62.8%
+233.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.3% |
| 7D | +8.0% | -14.1% | +22.0% | +10.2% |
| 30D | +20.4% | -11.6% | +32.0% | +22.3% |
| 3M | +22.9% | 0.0% | +22.9% | +22.4% |
| 6M | +37.1% | -8.4% | +45.5% | +37.9% |
| YTD | +11.9% | +65.9% | -54.0% | +2.0% |
| 1Y | +19.8% | +69.4% | -49.6% | +8.8% |
| 3Y | +59.4% | +55.9% | +3.5% | +43.8% |
| 5Y | 0.0% | +146.2% | -146.1% | -19.3% |
| 10Y | +66.2% | +140.6% | -74.4% | +14.6% |
| All | +295.8% | +62.8% | +233.1% | +183.0% |
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