+32.0%
CTVA vs MLM
-11.4%
+43.4%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.8% | +2.8% |
| 7D | +8.2% | +9.1% | -0.9% | +6.9% |
| 30D | -1.0% | +14.6% | -15.7% | -2.8% |
| 3M | +4.6% | +0.3% | +4.3% | +4.8% |
| 6M | +0.5% | -7.5% | +7.9% | +1.3% |
| YTD | +22.7% | -10.2% | +33.0% | +23.0% |
| 1Y | +32.0% | -10.5% | +42.5% | +32.5% |
| All | +32.0% | -11.4% | +43.4% | +32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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