+195.9%
MXL vs CVE
+53.7%
+142.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.6% | +11.6% | +11.3% |
| 7D | -27.1% | -16.1% | -11.0% | -19.7% |
| 30D | -54.2% | -10.4% | -43.8% | -51.5% |
| 3M | -29.9% | -2.4% | -27.6% | -30.1% |
| 6M | -39.5% | -4.4% | -35.0% | -38.8% |
| YTD | +182.2% | +64.9% | +117.2% | +104.7% |
| 1Y | +231.8% | +66.0% | +165.8% | +138.2% |
| 3Y | +195.9% | +57.7% | +138.3% | +96.8% |
| All | +195.9% | +53.7% | +142.2% | +96.8% |
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