+908.0%
MUU vs CVE
+62.9%
+845.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -34.4% | -2.7% | -31.6% | -32.2% |
| 7D | -53.2% | -14.1% | -39.2% | -46.7% |
| 30D | -64.1% | -11.6% | -52.5% | -60.2% |
| 3M | -54.1% | 0.0% | -54.1% | -54.5% |
| 6M | -37.7% | -8.4% | -29.3% | -35.4% |
| YTD | +153.4% | +65.9% | +87.5% | +30.7% |
| 1Y | +237.5% | +69.4% | +168.1% | +64.4% |
| All | +908.0% | +62.9% | +845.1% | +399.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling