+79.7%
CTVA vs MLM
+23.5%
+56.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.7% | -0.6% |
| 7D | +2.2% | -4.1% | +6.4% | +3.5% |
| 30D | -17.6% | +8.2% | -25.8% | -19.6% |
| 3M | +3.4% | -3.6% | +7.0% | +4.4% |
| 6M | -2.6% | -15.6% | +13.0% | +2.1% |
| YTD | +19.1% | -16.4% | +35.5% | +24.3% |
| 1Y | +26.8% | -14.3% | +41.1% | +31.1% |
| 3Y | +63.9% | +19.3% | +44.6% | +49.8% |
| All | +79.7% | +23.5% | +56.2% | +60.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling