+29.9%
MCHP vs CTVA
+33.4%
-3.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +3.2% | -6.5% | -3.2% |
| 7D | -5.4% | +8.2% | -13.6% | -5.3% |
| 30D | -7.5% | -1.0% | -6.5% | -7.6% |
| 3M | -6.0% | +4.6% | -10.6% | -6.7% |
| 6M | -20.1% | +0.5% | -20.5% | -21.5% |
| YTD | +20.2% | +22.7% | -2.5% | +8.4% |
| 1Y | +29.9% | +32.0% | -2.0% | +16.5% |
| All | +29.9% | +33.4% | -3.5% | +16.5% |
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