+116.3%
MP vs CVE
+54.6%
+61.7%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -5.3% |
| 7D | -19.0% | -14.1% | -4.9% | -15.5% |
| 30D | -30.5% | -11.6% | -18.9% | -28.3% |
| 3M | -29.6% | 0.0% | -29.6% | -30.4% |
| 6M | -50.4% | -8.4% | -42.0% | -50.0% |
| YTD | -33.2% | +65.9% | -99.1% | -46.8% |
| 1Y | -38.6% | +69.4% | -108.0% | -51.5% |
| All | +116.3% | +54.6% | +61.7% | +64.6% |
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