-34.6%
MP vs CVE
+73.4%
-108.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.6% | +2.6% | -4.3% |
| 7D | -12.5% | -12.1% | -0.5% | -11.5% |
| 30D | -23.3% | -9.8% | -13.5% | -22.8% |
| 3M | -24.4% | -0.7% | -23.6% | -25.1% |
| 6M | -45.8% | -4.3% | -41.4% | -46.3% |
| YTD | -28.9% | +70.6% | -99.5% | -41.3% |
| 1Y | -34.6% | +73.2% | -107.7% | -47.3% |
| All | -34.6% | +73.4% | -108.0% | -47.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling