+10.1%
MDB vs CTVA
-25.8%
+35.9%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -24.3% | +24.8% | -4.2% |
| 7D | +11.6% | -23.7% | +35.2% | +6.6% |
| 30D | -8.9% | -31.2% | +22.3% | -15.2% |
| 3M | -22.4% | -18.7% | -3.7% | -23.9% |
| 6M | +10.1% | -25.5% | +35.6% | +11.1% |
| All | +10.1% | -25.8% | +35.9% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling