+18.1%
MCHP vs CTVA
+22.4%
-4.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.5% |
| 7D | +1.7% | +4.9% | -3.2% | +1.2% |
| 30D | -4.1% | +11.9% | -16.0% | -5.4% |
| 3M | -22.5% | +13.7% | -36.2% | -25.0% |
| 6M | +7.3% | +13.1% | -5.9% | +3.5% |
| YTD | +18.4% | +32.0% | -13.6% | +9.9% |
| 1Y | +18.1% | +22.1% | -3.9% | +11.5% |
| All | +18.1% | +22.4% | -4.3% | +11.5% |
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