-5.6%
MDB vs CTVA
+78.5%
-84.2%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -3.2% |
| 7D | -18.0% | -2.1% | -15.9% | -17.9% |
| 30D | -10.7% | +12.0% | -22.8% | -12.1% |
| 3M | +1.0% | +13.5% | -12.5% | -1.9% |
| 6M | +31.6% | +12.1% | +19.5% | +27.3% |
| YTD | -15.2% | +29.0% | -44.2% | -20.7% |
| 1Y | +10.1% | +18.9% | -8.7% | +5.1% |
| 3Y | -5.6% | +78.9% | -84.5% | -19.0% |
| All | -5.6% | +78.5% | -84.2% | -19.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling