+167.0%
MPC vs CVE
+54.6%
+112.4%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.7% | -1.2% | -2.3% |
| 7D | -12.8% | -14.1% | +1.3% | -4.8% |
| 30D | -12.7% | -11.6% | -1.1% | -6.2% |
| 3M | +27.1% | 0.0% | +27.0% | +27.3% |
| 6M | +45.8% | -8.4% | +54.2% | +52.6% |
| YTD | +134.7% | +65.9% | +68.8% | +76.4% |
| 1Y | +106.0% | +69.4% | +36.6% | +52.8% |
| All | +167.0% | +54.6% | +112.4% | +100.1% |
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