+82.9%
MMM vs CVE
+137.5%
-54.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.7% | -0.4% | -2.8% |
| 7D | +5.9% | -14.1% | +19.9% | +7.8% |
| 30D | +14.7% | -11.6% | +26.4% | +16.3% |
| 3M | +3.6% | 0.0% | +3.5% | +3.1% |
| 6M | +32.7% | -8.4% | +41.1% | +33.2% |
| YTD | +18.9% | +65.9% | -47.0% | +9.0% |
| 1Y | +16.4% | +69.4% | -53.0% | +6.2% |
| 3Y | +159.8% | +55.9% | +103.9% | +136.1% |
| 5Y | +47.2% | +146.2% | -99.0% | +22.2% |
| All | +82.9% | +137.5% | -54.6% | +28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling