+24.9%
CTVA vs MLM
-12.9%
+37.8%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.6% |
| 7D | +2.4% | -2.9% | +5.3% | +2.9% |
| 30D | -8.1% | +10.4% | -18.5% | -9.2% |
| 3M | +6.3% | -3.7% | +10.0% | +7.2% |
| 6M | +0.4% | -10.3% | +10.7% | +1.9% |
| YTD | +21.8% | -14.8% | +36.6% | +22.7% |
| 1Y | +24.9% | -13.9% | +38.8% | +25.2% |
| All | +24.9% | -12.9% | +37.8% | +25.2% |
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