-38.4%
MDB vs CTVA
+78.7%
-117.1%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.1% | +1.9% |
| 7D | +3.0% | -1.0% | +3.9% | +3.3% |
| 30D | -11.3% | -8.7% | -2.6% | -9.4% |
| 3M | -23.0% | +6.4% | -29.4% | -25.7% |
| 6M | +14.8% | -1.9% | +16.6% | +12.3% |
| YTD | -19.4% | +21.5% | -41.0% | -28.3% |
| 1Y | -9.0% | +24.3% | -33.2% | -20.0% |
| 3Y | -10.3% | +91.8% | -102.1% | -37.9% |
| 5Y | -38.4% | +78.4% | -116.8% | -60.9% |
| All | -38.4% | +78.7% | -117.1% | -60.9% |
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