+164.6%
MMM vs CVE
+70.2%
+94.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -2.9% | -0.5% |
| 7D | -2.6% | +0.1% | -2.7% | -2.6% |
| 30D | +17.4% | -10.8% | +28.2% | +18.4% |
| 3M | +3.6% | -4.3% | +7.9% | +3.5% |
| 6M | +33.0% | -1.5% | +34.5% | +32.1% |
| YTD | +19.6% | +70.7% | -51.1% | +5.5% |
| 1Y | +14.0% | +58.1% | -44.1% | +2.2% |
| All | +164.6% | +70.2% | +94.4% | +111.8% |
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