+13,404.0%
MU vs CVE
+89.9%
+13,314.1%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.3% | +7.4% | +6.5% |
| 7D | +9.0% | +2.5% | +6.5% | +8.0% |
| 30D | +13.8% | +16.7% | -2.9% | +7.9% |
| 3M | +2.1% | +9.3% | -7.2% | -1.3% |
| 6M | +153.8% | +43.6% | +110.2% | +121.1% |
| YTD | +256.4% | +93.6% | +162.8% | +179.6% |
| 1Y | +719.8% | +98.8% | +621.0% | +533.6% |
| 3Y | +1,360.4% | +73.6% | +1,286.8% | +1,062.9% |
| 5Y | +1,312.4% | +312.5% | +999.9% | +689.4% |
| 10Y | +6,142.6% | +161.0% | +5,981.5% | +3,207.9% |
| All | +13,404.0% | +89.9% | +13,314.1% | +7,916.8% |
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