+224.3%
CTVA vs MTB
+85.0%
+139.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -2.1% | +2.8% | -4.9% | -3.2% |
| 30D | +12.0% | -4.2% | +16.2% | +13.9% |
| 3M | +13.5% | +7.8% | +5.7% | +9.8% |
| 6M | +12.1% | +14.8% | -2.7% | +5.4% |
| YTD | +29.0% | +20.8% | +8.2% | +18.5% |
| 1Y | +18.9% | +23.1% | -4.3% | +8.1% |
| 3Y | +78.9% | +114.8% | -35.9% | +25.3% |
| 5Y | +105.2% | +103.3% | +2.0% | +40.5% |
| All | +224.3% | +85.0% | +139.2% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling