-7.7%
MDB vs CTVA
+33.4%
-41.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.2% | -5.3% | -0.9% |
| 7D | -16.5% | +8.2% | -24.7% | -14.1% |
| 30D | -8.6% | -1.0% | -7.5% | -8.4% |
| 3M | -13.6% | +4.6% | -18.2% | -11.8% |
| 6M | +24.1% | +0.5% | +23.6% | +26.1% |
| YTD | -21.8% | +22.7% | -44.5% | -9.8% |
| 1Y | -7.7% | +32.0% | -39.7% | +12.0% |
| All | -7.7% | +33.4% | -41.2% | +12.0% |
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