+534.5%
MPC vs CVE
+142.8%
+391.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -0.9% |
| 7D | -16.2% | -16.1% | -0.1% | -7.7% |
| 30D | -15.7% | -10.4% | -5.3% | -10.4% |
| 3M | +24.9% | -2.4% | +27.3% | +26.7% |
| 6M | +52.7% | -4.4% | +57.1% | +55.8% |
| YTD | +131.9% | +64.9% | +66.9% | +76.4% |
| 1Y | +96.6% | +66.0% | +30.6% | +48.9% |
| 3Y | +163.8% | +57.7% | +106.1% | +99.3% |
| All | +534.5% | +142.8% | +391.7% | +277.3% |
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