+31.8%
MCK vs CTVA
+22.4%
+9.4%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.9% | -0.6% | -1.3% |
| 7D | +1.7% | +4.9% | -3.2% | +1.0% |
| 30D | +3.6% | +11.9% | -8.3% | +1.8% |
| 3M | +20.1% | +13.7% | +6.4% | +18.3% |
| 6M | -7.0% | +13.1% | -20.2% | -8.2% |
| YTD | +11.0% | +32.0% | -20.9% | +7.7% |
| 1Y | +31.8% | +22.1% | +9.8% | +30.3% |
| All | +31.8% | +22.4% | +9.4% | +30.3% |
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