+216.7%
CTVA vs MKC
-24.0%
+240.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -4.5% | -1.5% | -3.0% | -4.1% |
| 30D | +11.3% | -3.1% | +14.4% | +12.2% |
| 3M | +12.3% | +5.2% | +7.1% | +10.4% |
| 6M | +7.2% | -12.8% | +20.0% | +10.7% |
| YTD | +26.0% | -23.3% | +49.3% | +34.7% |
| 1Y | +16.0% | -24.1% | +40.1% | +24.2% |
| 3Y | +73.9% | -32.1% | +106.0% | +90.6% |
| 5Y | +103.8% | -32.8% | +136.6% | +119.9% |
| All | +216.7% | -24.0% | +240.7% | +210.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling