-16.1%
MCD vs CTVA
+20.1%
-36.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.3% | +0.3% |
| 7D | -2.0% | -2.1% | +0.1% | -1.8% |
| 30D | -6.1% | +12.0% | -18.2% | -7.2% |
| 3M | -7.3% | +13.5% | -20.7% | -9.0% |
| 6M | -20.9% | +12.1% | -33.0% | -22.6% |
| YTD | -14.7% | +29.0% | -43.7% | -18.7% |
| 1Y | -16.1% | +18.9% | -35.0% | -19.8% |
| All | -16.1% | +20.1% | -36.2% | -19.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling