+269.3%
MXL vs CVE
+59.0%
+210.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +13.5% |
| 7D | -8.8% | -10.1% | +1.2% | -5.7% |
| 30D | -41.9% | -12.1% | -29.8% | -39.5% |
| 3M | -25.4% | -1.9% | -23.6% | -25.4% |
| 6M | -44.0% | -1.8% | -42.2% | -42.7% |
| YTD | +220.8% | +65.8% | +155.0% | +201.1% |
| All | +269.3% | +59.0% | +210.3% | +250.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling