+3,132.1%
MPC vs CVE
+17.0%
+3,115.1%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -7.6% | -0.5% | -4.6% |
| 7D | -10.9% | -12.1% | +1.2% | -5.4% |
| 30D | -9.4% | -9.8% | +0.4% | -4.9% |
| 3M | +26.0% | -0.7% | +26.7% | +26.6% |
| 6M | +56.5% | -4.3% | +60.8% | +59.3% |
| YTD | +144.3% | +70.6% | +73.7% | +90.2% |
| 1Y | +117.2% | +73.2% | +44.1% | +67.8% |
| 3Y | +176.3% | +60.3% | +116.0% | +117.0% |
| 5Y | +590.5% | +159.3% | +431.2% | +324.0% |
| 10Y | +1,183.8% | +147.4% | +1,036.4% | +513.3% |
| All | +3,132.1% | +17.0% | +3,115.1% | +1,928.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling