+231.7%
CTVA vs MLM
+154.4%
+77.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.1% | -2.0% | -1.4% |
| 7D | +4.9% | -2.9% | +7.9% | +6.2% |
| 30D | +11.9% | -6.8% | +18.7% | +15.2% |
| 3M | +13.7% | -11.2% | +24.9% | +18.9% |
| 6M | +13.1% | -21.8% | +35.0% | +24.6% |
| YTD | +32.0% | -17.0% | +48.9% | +40.6% |
| 1Y | +22.1% | -16.4% | +38.4% | +29.3% |
| 3Y | +77.5% | +14.5% | +63.0% | +58.8% |
| 5Y | +106.3% | +41.7% | +64.5% | +60.2% |
| All | +231.7% | +154.4% | +77.3% | +87.9% |
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 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