+105.2%
CTVA vs MKC
-33.9%
+139.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -4.7% | -2.8% | -1.8% | -4.1% |
| 30D | +11.1% | -3.4% | +14.5% | +11.9% |
| 3M | +13.7% | +3.8% | +9.9% | +12.6% |
| 6M | +11.2% | -17.9% | +29.1% | +15.9% |
| YTD | +26.9% | -23.6% | +50.5% | +34.4% |
| 1Y | +18.8% | -23.1% | +41.9% | +25.4% |
| 3Y | +75.9% | -31.5% | +107.5% | +89.3% |
| 5Y | +105.2% | -33.1% | +138.3% | +111.6% |
| All | +105.2% | -33.9% | +139.2% | +111.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling