+453.7%
MP vs CTVA
+241.8%
+211.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +2.9% |
| 7D | +3.0% | -2.1% | +5.1% | +4.3% |
| 30D | +8.3% | +12.0% | -3.7% | +1.0% |
| 3M | -3.8% | +13.5% | -17.3% | -12.9% |
| 6M | -4.9% | +12.1% | -17.0% | -13.8% |
| YTD | +9.6% | +29.0% | -19.4% | -9.3% |
| 1Y | -11.7% | +18.9% | -30.6% | -23.7% |
| 3Y | +158.5% | +78.9% | +79.6% | +63.3% |
| 5Y | +68.9% | +105.2% | -36.3% | -1.6% |
| All | +453.7% | +241.8% | +211.9% | +172.2% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling