+58.1%
MP vs CVE
+317.2%
-259.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +2.0% |
| 7D | -2.9% | +2.5% | -5.4% | -4.0% |
| 30D | +13.8% | +16.7% | -2.9% | +6.3% |
| 3M | -16.7% | +9.3% | -26.0% | -20.5% |
| 6M | -11.5% | +43.6% | -55.1% | -26.7% |
| YTD | +7.9% | +93.6% | -85.6% | -22.6% |
| 1Y | -15.0% | +98.8% | -113.8% | -40.3% |
| 3Y | +153.5% | +73.6% | +79.9% | +84.1% |
| All | +58.1% | +317.2% | -259.1% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling