+254.1%
MP vs CTVA
+215.6%
+38.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.6% |
| 7D | -10.5% | +2.2% | -12.7% | -11.7% |
| 30D | -23.5% | -17.6% | -5.9% | -15.7% |
| 3M | -25.4% | +3.4% | -28.8% | -28.8% |
| 6M | -51.3% | -2.6% | -48.7% | -52.7% |
| YTD | -29.9% | +19.1% | -49.0% | -40.6% |
| 1Y | -31.8% | +26.8% | -58.6% | -44.4% |
| 3Y | +127.0% | +63.9% | +63.1% | +47.5% |
| 5Y | -3.3% | +75.7% | -79.0% | -39.6% |
| All | +254.1% | +215.6% | +38.5% | +78.2% |
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 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