+614.8%
MCK vs CTVA
+208.7%
+406.1%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -2.9% | -4.5% | +1.6% | -1.8% |
| 30D | +0.4% | +11.3% | -10.9% | -2.2% |
| 3M | +12.1% | +12.3% | -0.2% | +8.7% |
| 6M | -5.4% | +7.2% | -12.6% | -7.4% |
| YTD | +7.8% | +26.0% | -18.2% | +1.1% |
| 1Y | +22.9% | +16.0% | +6.9% | +17.5% |
| 3Y | +110.7% | +73.9% | +36.8% | +75.5% |
| 5Y | +346.2% | +103.8% | +242.4% | +242.3% |
| All | +614.8% | +208.7% | +406.1% | +337.1% |
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