+19.4%
MCD vs CTVA
+103.5%
-84.2%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -2.9% | -5.8% | +2.9% | -1.9% |
| 30D | -6.7% | +11.1% | -17.8% | -8.3% |
| 3M | -9.6% | +13.2% | -22.8% | -11.6% |
| 6M | -22.3% | +8.7% | -31.0% | -23.7% |
| YTD | -15.4% | +27.3% | -42.7% | -19.3% |
| 1Y | -16.8% | +18.0% | -34.8% | -19.7% |
| 3Y | -2.4% | +76.5% | -78.9% | -13.2% |
| 5Y | +19.4% | +105.1% | -85.7% | +2.4% |
| All | +19.4% | +103.5% | -84.2% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling