+139.1%
MDB vs CTVA
+131.3%
+7.8%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.6% | -4.3% | -2.3% |
| 7D | +6.8% | -20.8% | +27.6% | +12.4% |
| 30D | -6.2% | -29.6% | +23.4% | +1.8% |
| 3M | -29.2% | -16.9% | -12.3% | -27.9% |
| 6M | +10.3% | -24.3% | +34.6% | +14.6% |
| YTD | -20.4% | -5.6% | -14.8% | -24.1% |
| 1Y | -4.8% | -4.2% | -0.7% | -9.9% |
| 3Y | -11.6% | +43.3% | -54.9% | -29.6% |
| 5Y | -41.0% | +35.7% | -76.8% | -52.1% |
| All | +139.1% | +131.3% | +7.8% | +46.1% |
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 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