+52.8%
MCD vs CTVA
+211.9%
-159.1%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.6% |
| 7D | -2.9% | -5.8% | +2.9% | -1.4% |
| 30D | -6.7% | +11.1% | -17.8% | -9.1% |
| 3M | -9.6% | +13.2% | -22.8% | -12.7% |
| 6M | -22.3% | +8.7% | -31.0% | -24.4% |
| YTD | -15.4% | +27.3% | -42.7% | -21.1% |
| 1Y | -16.8% | +18.0% | -34.8% | -21.0% |
| 3Y | -2.4% | +76.5% | -78.9% | -18.3% |
| 5Y | +19.4% | +105.1% | -85.7% | -7.0% |
| All | +52.8% | +211.9% | -159.1% | -5.0% |
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