+58.1%
MP vs CTVA
+107.7%
-49.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.9% | +2.3% | +1.9% |
| 7D | -2.9% | +4.9% | -7.8% | -5.7% |
| 30D | +13.8% | +11.9% | +1.9% | +6.2% |
| 3M | -16.7% | +13.7% | -30.4% | -24.6% |
| 6M | -11.5% | +13.1% | -24.6% | -20.2% |
| YTD | +7.9% | +32.0% | -24.0% | -12.2% |
| 1Y | -15.0% | +22.1% | -37.1% | -28.0% |
| 3Y | +153.5% | +77.5% | +76.0% | +58.3% |
| All | +58.1% | +107.7% | -49.5% | -16.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling