+130.2%
MP vs CVE
+59.0%
+71.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.6% | +2.6% | -2.9% |
| 7D | -12.5% | -12.1% | -0.5% | -9.4% |
| 30D | -23.3% | -9.8% | -13.5% | -21.5% |
| 3M | -24.4% | -0.7% | -23.6% | -25.1% |
| 6M | -45.8% | -4.3% | -41.4% | -46.1% |
| YTD | -28.9% | +70.6% | -99.5% | -43.8% |
| 1Y | -34.6% | +73.2% | -107.7% | -48.7% |
| All | +130.2% | +59.0% | +71.2% | +73.7% |
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 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