+105.1%
CTVA vs MTB
+104.1%
+1.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.0% |
| 3M | +12.3% | +6.0% | +6.4% | +10.0% |
| 6M | +7.2% | +19.6% | -12.4% | +0.6% |
| YTD | +26.0% | +21.5% | +4.5% | +17.4% |
| 1Y | +16.0% | +24.7% | -8.7% | +7.0% |
| 3Y | +73.9% | +108.6% | -34.7% | +32.4% |
| All | +105.1% | +104.1% | +1.0% | +46.7% |
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