+237.4%
MP vs CVE
+582.7%
-345.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.0% |
| 7D | -19.0% | -14.1% | -4.9% | -14.4% |
| 30D | -30.5% | -11.6% | -18.9% | -27.6% |
| 3M | -29.6% | 0.0% | -29.6% | -30.3% |
| 6M | -50.4% | -8.4% | -42.0% | -49.9% |
| YTD | -33.2% | +65.9% | -99.1% | -47.2% |
| 1Y | -38.6% | +69.4% | -108.0% | -51.9% |
| 3Y | +105.5% | +55.9% | +49.6% | +61.4% |
| 5Y | -7.8% | +146.2% | -154.0% | -39.0% |
| All | +237.4% | +582.7% | -345.3% | +79.9% |
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