+1,138.0%
MUU vs CVE
+62.8%
+1,075.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.5% | +0.5% | +12.0% | +12.1% |
| 7D | -27.2% | -10.1% | -17.1% | -19.8% |
| 30D | -54.0% | -12.1% | -41.9% | -48.7% |
| 3M | -41.4% | -1.9% | -39.6% | -41.1% |
| 6M | -42.5% | -1.8% | -40.6% | -44.0% |
| YTD | +211.2% | +65.8% | +145.4% | +60.6% |
| 1Y | +313.4% | +60.8% | +252.5% | +116.6% |
| All | +1,138.0% | +62.8% | +1,075.3% | +513.4% |
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