+1,098.3%
MPC vs CVE
+132.7%
+965.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -8.8% | -10.0% | +1.1% | -4.1% |
| 30D | -14.4% | -11.9% | -2.5% | -9.0% |
| 3M | +21.9% | -5.9% | +27.9% | +25.6% |
| 6M | +60.1% | -1.6% | +61.7% | +60.9% |
| YTD | +142.3% | +66.3% | +76.0% | +90.0% |
| 1Y | +101.7% | +57.5% | +44.2% | +62.1% |
| 3Y | +184.8% | +65.4% | +119.3% | +119.3% |
| 5Y | +564.6% | +144.2% | +420.4% | +315.4% |
| 10Y | +1,098.3% | +135.5% | +962.8% | +442.0% |
| All | +1,098.3% | +132.7% | +965.6% | +442.0% |
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 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