+29.4%
MMM vs CVE
+317.2%
-287.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.5% | +0.3% |
| 7D | -3.3% | +2.5% | -5.8% | -3.6% |
| 30D | -7.0% | +16.7% | -23.8% | -8.7% |
| 3M | +10.8% | +9.3% | +1.6% | +9.4% |
| 6M | +5.8% | +43.6% | -37.8% | +0.1% |
| YTD | +6.8% | +93.6% | -86.8% | -3.5% |
| 1Y | +10.4% | +98.8% | -88.4% | -0.9% |
| 3Y | +104.7% | +73.6% | +31.1% | +81.6% |
| All | +29.4% | +317.2% | -287.8% | +0.7% |
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