-24.5%
MDB vs CTVA
+104.3%
-128.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.2% | -2.8% |
| 7D | -18.0% | -2.1% | -15.9% | -17.6% |
| 30D | -10.7% | +12.0% | -22.8% | -14.0% |
| 3M | +1.0% | +13.5% | -12.5% | -4.5% |
| 6M | +31.6% | +12.1% | +19.5% | +23.9% |
| YTD | -15.2% | +29.0% | -44.2% | -24.5% |
| 1Y | +10.1% | +18.9% | -8.7% | +0.6% |
| 3Y | -5.6% | +78.9% | -84.5% | -29.4% |
| 5Y | -24.5% | +105.2% | -129.8% | -46.6% |
| All | -24.5% | +104.3% | -128.9% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling