-10.5%
MDB vs CTVA
+92.4%
-102.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.0% | -1.0% | +3.9% | +3.0% |
| 30D | -11.3% | -8.7% | -2.6% | -10.6% |
| 3M | -23.0% | +6.4% | -29.4% | -24.4% |
| 6M | +14.8% | -1.9% | +16.6% | +13.2% |
| YTD | -19.4% | +21.5% | -41.0% | -25.5% |
| 1Y | -9.0% | +24.3% | -33.2% | -16.6% |
| All | -10.5% | +92.4% | -102.9% | -27.3% |
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 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