+822.0%
MU vs CVE
+148.3%
+673.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -2.7% | -14.7% | -16.7% |
| 7D | -29.7% | -14.1% | -15.7% | -26.5% |
| 30D | -37.2% | -11.6% | -25.6% | -35.0% |
| 3M | -26.5% | 0.0% | -26.5% | -26.8% |
| 6M | +2.6% | -8.4% | +10.9% | +4.0% |
| YTD | +130.1% | +65.9% | +64.2% | +91.6% |
| 1Y | +176.7% | +69.4% | +107.3% | +127.9% |
| 3Y | +813.1% | +55.9% | +757.2% | +639.5% |
| 5Y | +822.0% | +146.2% | +675.8% | +550.2% |
| All | +822.0% | +148.3% | +673.6% | +550.2% |
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