-45.8%
MP vs CVE
-3.1%
-42.6%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -7.6% | +2.6% | -5.4% |
| 7D | -12.5% | -12.1% | -0.5% | -13.2% |
| 30D | -23.3% | -9.8% | -13.5% | -23.9% |
| 3M | -24.4% | -0.7% | -23.6% | -25.2% |
| 6M | -45.8% | -4.3% | -41.4% | -46.0% |
| All | -45.8% | -3.1% | -42.6% | -46.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling