+104.6%
MCHP vs CTVA
+210.9%
-106.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | -2.1% | -4.7% | +2.6% | +0.4% |
| 30D | -11.1% | +11.1% | -22.2% | -16.2% |
| 3M | -18.1% | +13.7% | -31.8% | -24.7% |
| 6M | +10.8% | +11.2% | -0.4% | +2.5% |
| YTD | +14.2% | +26.9% | -12.6% | -1.8% |
| 1Y | +13.5% | +18.8% | -5.4% | +0.3% |
| 3Y | -2.0% | +75.9% | -77.9% | -30.9% |
| 5Y | +1.4% | +105.2% | -103.8% | -36.8% |
| All | +104.6% | +210.9% | -106.2% | -9.7% |
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