+1,106.1%
MUU vs CVE
+63.2%
+1,042.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.3% | -2.9% | -2.8% |
| 7D | -32.5% | -10.0% | -22.5% | -25.7% |
| 30D | -55.2% | -11.9% | -43.4% | -50.1% |
| 3M | -40.7% | -5.9% | -34.8% | -38.1% |
| 6M | -43.9% | -1.6% | -42.4% | -45.5% |
| YTD | +203.2% | +66.3% | +136.9% | +56.1% |
| 1Y | +257.0% | +57.5% | +199.5% | +92.3% |
| All | +1,106.1% | +63.2% | +1,042.9% | +496.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling