+22.0%
MDT vs CTVA
+216.1%
-194.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.2% |
| 7D | +0.4% | -2.1% | +2.5% | +1.0% |
| 30D | +6.0% | +12.0% | -6.0% | +2.3% |
| 3M | +15.5% | +13.5% | +2.1% | +10.6% |
| 6M | +3.4% | +12.1% | -8.7% | -1.0% |
| YTD | -2.2% | +29.0% | -31.2% | -10.6% |
| 1Y | +2.6% | +18.9% | -16.3% | -4.1% |
| 3Y | +27.5% | +78.9% | -51.4% | +2.1% |
| 5Y | -20.1% | +105.2% | -125.3% | -41.1% |
| All | +22.0% | +216.1% | -194.1% | -30.2% |
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