+17.1%
MCHP vs CTVA
+18.2%
-1.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | 0.0% | -4.5% | +4.5% | +0.5% |
| 30D | -6.0% | +11.3% | -17.4% | -7.4% |
| 3M | -19.7% | +12.3% | -32.0% | -22.5% |
| 6M | +14.0% | +7.2% | +6.9% | +10.7% |
| YTD | +18.4% | +26.0% | -7.6% | +10.3% |
| 1Y | +17.1% | +16.0% | +1.1% | +9.6% |
| All | +17.1% | +18.2% | -1.1% | +9.6% |
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