+14.5%
MDB vs CTVA
+22.4%
-7.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -4.4% |
| 7D | -17.4% | +4.9% | -22.4% | -15.8% |
| 30D | -2.0% | +11.9% | -13.9% | +2.3% |
| 3M | -3.0% | +13.7% | -16.7% | +2.3% |
| 6M | +48.7% | +13.1% | +35.5% | +56.4% |
| YTD | -12.1% | +32.0% | -44.1% | -2.2% |
| 1Y | +14.5% | +22.1% | -7.6% | +24.5% |
| All | +14.5% | +22.4% | -7.9% | +24.5% |
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