+205.4%
CTVA vs MLM
+159.0%
+46.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | +0.1% |
| 7D | -1.0% | -5.8% | +4.8% | +1.6% |
| 30D | -8.7% | +9.8% | -18.6% | -12.5% |
| 3M | +6.4% | -5.2% | +11.6% | +8.4% |
| 6M | -1.9% | -10.3% | +8.4% | +1.8% |
| YTD | +21.5% | -15.5% | +37.0% | +28.1% |
| 1Y | +24.3% | -15.0% | +39.3% | +30.6% |
| 3Y | +91.8% | +17.5% | +74.4% | +70.1% |
| 5Y | +78.4% | +30.5% | +47.9% | +45.4% |
| All | +205.4% | +159.0% | +46.4% | +71.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling