-11.7%
MP vs CTVA
+20.1%
-31.8%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.8% | +1.8% |
| 7D | +3.0% | -2.1% | +5.1% | +3.3% |
| 30D | +8.3% | +12.0% | -3.7% | +6.7% |
| 3M | -3.8% | +13.5% | -17.3% | -8.4% |
| 6M | -4.9% | +12.1% | -17.0% | -10.1% |
| YTD | +9.6% | +29.0% | -19.4% | +1.1% |
| 1Y | -11.7% | +18.9% | -30.6% | -21.5% |
| All | -11.7% | +20.1% | -31.8% | -21.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling