+16.0%
CTVA vs MTB
+24.6%
-8.6%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.8% |
| 7D | -4.5% | 0.0% | -4.5% | -4.5% |
| 30D | +11.3% | -4.8% | +16.1% | +12.6% |
| 3M | +12.3% | +6.0% | +6.4% | +10.7% |
| 6M | +7.2% | +19.6% | -12.4% | +1.9% |
| YTD | +26.0% | +21.5% | +4.5% | +16.5% |
| 1Y | +16.0% | +24.7% | -8.7% | +9.1% |
| All | +16.0% | +24.6% | -8.6% | +9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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