+590.5%
MPC vs CVE
+157.6%
+432.9%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.6% | -0.5% | -4.0% |
| 7D | -10.9% | -12.1% | +1.2% | -4.4% |
| 30D | -9.4% | -9.8% | +0.4% | -4.1% |
| 3M | +26.0% | -0.7% | +26.7% | +26.6% |
| 6M | +56.5% | -4.3% | +60.8% | +59.6% |
| YTD | +144.3% | +70.6% | +73.7% | +82.5% |
| 1Y | +117.2% | +73.2% | +44.1% | +60.8% |
| 3Y | +176.3% | +60.3% | +116.0% | +106.8% |
| 5Y | +590.5% | +159.3% | +431.2% | +289.8% |
| All | +590.5% | +157.6% | +432.9% | +289.8% |
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