-18.3%
MDT vs CTVA
+102.0%
-120.3%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -4.7% | +3.1% | -0.6% |
| 30D | +1.0% | +11.1% | -10.0% | -1.2% |
| 3M | +15.2% | +13.7% | +1.5% | +11.8% |
| 6M | +3.7% | +11.2% | -7.5% | +0.8% |
| YTD | -3.0% | +26.9% | -29.9% | -8.5% |
| 1Y | +2.5% | +18.8% | -16.3% | -2.2% |
| 3Y | +26.5% | +75.9% | -49.5% | +9.5% |
| 5Y | -18.3% | +105.2% | -123.5% | -34.1% |
| All | -18.3% | +102.0% | -120.3% | -34.1% |
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 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