+219.9%
CTVA vs MDY
+118.7%
+101.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -0.5% |
| 7D | -5.8% | -0.8% | -5.0% | -5.2% |
| 30D | +11.1% | -3.9% | +14.9% | +14.4% |
| 3M | +13.2% | 0.0% | +13.3% | +12.9% |
| 6M | +8.7% | +8.5% | +0.2% | +1.0% |
| YTD | +27.3% | +13.2% | +14.1% | +14.1% |
| 1Y | +18.0% | +15.0% | +3.0% | +4.2% |
| 3Y | +76.5% | +49.6% | +26.9% | +24.2% |
| 5Y | +105.1% | +46.0% | +59.1% | +44.3% |
| All | +219.9% | +118.7% | +101.2% | +54.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling