+20.1%
MDT vs CTVA
+208.7%
-188.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | -3.4% | -4.5% | +1.1% | -2.0% |
| 30D | +0.2% | +11.3% | -11.1% | -3.1% |
| 3M | +14.3% | +12.3% | +1.9% | +9.7% |
| 6M | +4.0% | +7.2% | -3.2% | +1.0% |
| YTD | -3.7% | +26.0% | -29.7% | -11.3% |
| 1Y | -0.4% | +16.0% | -16.4% | -6.1% |
| 3Y | +23.3% | +73.9% | -50.6% | -0.4% |
| 5Y | -18.9% | +103.8% | -122.7% | -40.2% |
| All | +20.1% | +208.7% | -188.7% | -30.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling