+199.4%
CTVA vs MLM
+156.1%
+43.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.4% |
| 7D | +2.2% | -4.1% | +6.4% | +4.1% |
| 30D | -17.6% | +8.2% | -25.8% | -20.5% |
| 3M | +3.4% | -3.6% | +7.0% | +4.6% |
| 6M | -2.6% | -15.6% | +13.0% | +3.8% |
| YTD | +19.1% | -16.4% | +35.5% | +26.2% |
| 1Y | +26.8% | -14.3% | +41.1% | +32.7% |
| 3Y | +63.9% | +19.3% | +44.6% | +44.2% |
| 5Y | +75.7% | +29.6% | +46.1% | +43.4% |
| All | +199.4% | +156.1% | +43.3% | +68.7% |
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