+163.8%
MDB vs CTVA
+223.3%
-59.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.8% |
| 7D | -17.4% | +4.9% | -22.4% | -18.9% |
| 30D | -2.0% | +11.9% | -13.9% | -5.8% |
| 3M | -3.0% | +13.7% | -16.7% | -8.2% |
| 6M | +48.7% | +13.1% | +35.5% | +39.8% |
| YTD | -12.1% | +32.0% | -44.1% | -21.9% |
| 1Y | +14.5% | +22.1% | -7.6% | +3.9% |
| 3Y | -6.1% | +77.5% | -83.6% | -27.4% |
| 5Y | -27.3% | +106.3% | -133.6% | -46.6% |
| All | +163.8% | +223.3% | -59.5% | +50.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling