+218.9%
CTVA vs MKC
-24.3%
+243.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | -4.7% | -2.8% | -1.8% | -3.9% |
| 30D | +11.1% | -3.4% | +14.5% | +12.1% |
| 3M | +13.7% | +3.8% | +9.9% | +12.2% |
| 6M | +11.2% | -17.9% | +29.1% | +16.9% |
| YTD | +26.9% | -23.6% | +50.5% | +35.8% |
| 1Y | +18.8% | -23.1% | +41.9% | +26.6% |
| 3Y | +75.9% | -31.5% | +107.5% | +92.2% |
| 5Y | +105.2% | -33.1% | +138.3% | +121.7% |
| All | +218.9% | -24.3% | +243.2% | +213.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling