+385.5%
MMM vs CVE
+67.4%
+318.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -7.6% | +17.2% | +10.8% |
| 7D | +12.2% | -12.1% | +24.3% | +14.3% |
| 30D | +18.8% | -9.8% | +28.6% | +20.5% |
| 3M | +7.4% | -0.7% | +8.1% | +6.9% |
| 6M | +38.3% | -4.3% | +42.6% | +37.9% |
| YTD | +22.9% | +70.6% | -47.7% | +10.3% |
| 1Y | +23.0% | +73.2% | -50.1% | +10.0% |
| 3Y | +168.4% | +60.3% | +108.0% | +138.9% |
| 5Y | +53.0% | +159.3% | -106.3% | +21.1% |
| 10Y | +92.6% | +147.4% | -54.8% | +34.1% |
| All | +385.5% | +67.4% | +318.1% | +252.5% |
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