+16.0%
CTVA vs MKC
-23.2%
+39.2%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -4.5% | -1.5% | -3.0% | -4.4% |
| 30D | +11.3% | -3.1% | +14.4% | +11.5% |
| 3M | +12.3% | +5.2% | +7.1% | +12.2% |
| 6M | +7.2% | -12.8% | +20.0% | +8.5% |
| YTD | +26.0% | -23.3% | +49.3% | +29.1% |
| 1Y | +16.0% | -24.1% | +40.1% | +18.5% |
| All | +16.0% | -23.2% | +39.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling