+206.2%
CTVA vs MLM
+161.0%
+45.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.7% |
| 7D | +2.4% | -2.9% | +5.3% | +3.7% |
| 30D | -8.1% | +10.4% | -18.5% | -12.1% |
| 3M | +6.3% | -3.7% | +10.0% | +7.6% |
| 6M | +0.4% | -10.3% | +10.7% | +4.2% |
| YTD | +21.8% | -14.8% | +36.6% | +28.0% |
| 1Y | +24.9% | -13.9% | +38.8% | +30.4% |
| 3Y | +92.3% | +18.4% | +73.9% | +70.0% |
| 5Y | +78.9% | +31.8% | +47.1% | +45.1% |
| All | +206.2% | +161.0% | +45.2% | +71.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling