+63.9%
MCD vs CTVA
+131.3%
-67.3%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.6% | -3.2% | -1.2% |
| 7D | -1.6% | -20.8% | +19.1% | +2.6% |
| 30D | +14.1% | -29.6% | +43.8% | +22.3% |
| 3M | +0.6% | -16.9% | +17.5% | +3.0% |
| 6M | 0.0% | -24.3% | +24.3% | +4.3% |
| YTD | -9.3% | -5.6% | -3.7% | -10.8% |
| 1Y | -9.3% | -4.2% | -5.1% | -11.2% |
| 3Y | +8.6% | +43.3% | -34.7% | -6.5% |
| 5Y | +21.9% | +35.7% | -13.8% | +4.0% |
| All | +63.9% | +131.3% | -67.3% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 10y: compounded portfolio wealth divided by compounded CTVA 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…
10y analysis · Full analysis span regression · 6 months rolling