+36.6%
CTVA vs MTB
+61.4%
-24.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.4% |
| 7D | -20.8% | +1.5% | -22.3% | -21.1% |
| 30D | -29.6% | +2.3% | -32.0% | -30.1% |
| 3M | -16.9% | -12.1% | -4.8% | -13.4% |
| 6M | -24.3% | +9.8% | -34.1% | -26.8% |
| YTD | -5.6% | +12.0% | -17.6% | -9.8% |
| 1Y | -4.2% | +22.0% | -26.2% | -11.2% |
| 3Y | +43.3% | +107.6% | -64.3% | +8.8% |
| All | +36.6% | +61.4% | -24.7% | +7.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling