+12.2%
CTVA vs MULL
+1,230.7%
-1,218.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -5.2% | +7.8% | +2.7% |
| 7D | -20.8% | +24.5% | -45.3% | -21.1% |
| 30D | -29.6% | -35.5% | +5.9% | -29.2% |
| 3M | -16.9% | -44.8% | +27.9% | -16.2% |
| 6M | -24.3% | -45.5% | +21.2% | -25.1% |
| YTD | -5.6% | +232.5% | -238.1% | -14.4% |
| 1Y | -4.2% | +343.3% | -347.4% | -14.8% |
| All | +12.2% | +1,230.7% | -1,218.5% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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