+10,465.2%
MU vs CVE
+67.4%
+10,397.8%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -7.6% | +0.6% | -4.5% |
| 7D | -19.1% | -12.1% | -7.0% | -15.6% |
| 30D | -25.2% | -9.8% | -15.5% | -22.8% |
| 3M | -10.9% | -0.7% | -10.2% | -11.2% |
| 6M | +38.0% | -4.3% | +42.3% | +37.9% |
| YTD | +178.8% | +70.6% | +108.2% | +127.1% |
| 1Y | +265.1% | +73.2% | +192.0% | +194.9% |
| 3Y | +1,006.2% | +60.3% | +945.9% | +803.9% |
| 5Y | +1,027.5% | +159.3% | +868.2% | +637.9% |
| 10Y | +4,789.9% | +147.4% | +4,642.5% | +2,508.4% |
| All | +10,465.2% | +67.4% | +10,397.8% | +6,413.2% |
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 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