+75.1%
CTVA vs MTB
+113.5%
-38.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | -4.7% | -0.4% | -4.2% | -4.5% |
| 30D | +11.1% | -4.6% | +15.7% | +12.6% |
| 3M | +13.7% | +7.4% | +6.3% | +11.1% |
| 6M | +11.2% | +18.7% | -7.5% | +5.1% |
| YTD | +26.9% | +21.1% | +5.8% | +18.7% |
| 1Y | +18.8% | +24.1% | -5.3% | +10.1% |
| All | +75.1% | +113.5% | -38.3% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling