-3.5%
MCD vs CTVA
+26.7%
-30.2%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.6% |
| 7D | +5.9% | +1.6% | +4.4% | +5.8% |
| 30D | +19.6% | -8.5% | +28.2% | +20.0% |
| 3M | +3.3% | +5.3% | -2.0% | +2.2% |
| 6M | +3.5% | -0.1% | +3.6% | +2.3% |
| YTD | -6.1% | +21.2% | -27.3% | -12.1% |
| All | -3.5% | +26.7% | -30.2% | -10.5% |
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