+105.1%
CTVA vs MDY
+46.3%
+58.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.2% |
| 7D | -4.5% | -1.9% | -2.7% | -3.3% |
| 30D | +11.3% | -4.6% | +16.0% | +14.7% |
| 3M | +12.3% | -1.2% | +13.5% | +12.9% |
| 6M | +7.2% | +9.2% | -2.0% | +0.4% |
| YTD | +26.0% | +13.1% | +13.0% | +15.2% |
| 1Y | +16.0% | +13.0% | +3.0% | +5.9% |
| 3Y | +73.9% | +49.2% | +24.7% | +30.8% |
| All | +105.1% | +46.3% | +58.8% | +50.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 5y: compounded portfolio wealth divided by compounded MDY 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…
5y analysis · Full analysis span regression · 6 months rolling