+2,538.2%
MUU vs CVE
+94.9%
+2,443.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -5.0% |
| 7D | +13.9% | +0.2% | +13.7% | +13.5% |
| 30D | +24.8% | +17.5% | +7.3% | +9.0% |
| 3M | -15.7% | +16.2% | -32.0% | -26.7% |
| 6M | +338.9% | +47.8% | +291.1% | +180.9% |
| YTD | +563.2% | +98.5% | +464.7% | +197.2% |
| 1Y | +2,577.5% | +109.8% | +2,467.7% | +966.7% |
| All | +2,538.2% | +94.9% | +2,443.4% | +1,035.1% |
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