+642.2%
MPC vs CVE
+317.2%
+325.0%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +1.0% |
| 7D | +5.4% | +2.5% | +2.9% | +4.0% |
| 30D | +31.0% | +16.7% | +14.2% | +20.6% |
| 3M | +46.0% | +9.3% | +36.8% | +38.7% |
| 6M | +77.3% | +43.6% | +33.7% | +45.8% |
| YTD | +141.9% | +93.6% | +48.3% | +69.0% |
| 1Y | +120.9% | +98.8% | +22.2% | +51.6% |
| 3Y | +182.7% | +73.6% | +109.1% | +102.2% |
| All | +642.2% | +317.2% | +325.0% | +230.3% |
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