+274.5%
MP vs CTVA
+143.7%
+130.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -24.3% | +26.3% | +13.4% |
| 7D | +11.0% | -23.7% | +34.7% | +22.9% |
| 30D | -11.7% | -31.2% | +19.5% | +2.8% |
| 3M | -30.8% | -18.7% | -12.1% | -28.0% |
| 6M | -42.9% | -25.5% | -17.4% | -38.6% |
| YTD | -25.9% | -8.0% | -17.9% | -30.9% |
| 1Y | -37.3% | -7.0% | -30.3% | -41.9% |
| 3Y | +150.7% | +45.2% | +105.5% | +62.5% |
| 5Y | -19.3% | +32.3% | -51.5% | -43.6% |
| All | +274.5% | +143.7% | +130.8% | +107.5% |
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