+54.1%
MCD vs CTVA
+223.3%
-169.2%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.7% | -1.3% |
| 7D | -2.8% | +4.9% | -7.8% | -4.0% |
| 30D | -6.0% | +11.9% | -17.9% | -8.6% |
| 3M | -5.6% | +13.7% | -19.2% | -8.9% |
| 6M | -21.9% | +13.1% | -35.0% | -24.7% |
| YTD | -14.7% | +32.0% | -46.7% | -21.1% |
| 1Y | -17.3% | +22.1% | -39.3% | -22.1% |
| 3Y | -2.2% | +77.5% | -79.6% | -18.1% |
| 5Y | +20.3% | +106.3% | -86.0% | -6.1% |
| All | +54.1% | +223.3% | -169.2% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling