-10.9%
MP vs CTVA
+34.7%
-45.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.4% |
| 7D | +9.5% | -20.8% | +30.2% | +18.2% |
| 30D | -3.0% | -29.6% | +26.6% | +10.9% |
| 3M | -30.4% | -16.9% | -13.5% | -28.8% |
| 6M | -39.2% | -24.3% | -14.9% | -35.5% |
| YTD | -23.3% | -5.6% | -17.7% | -30.1% |
| 1Y | -32.6% | -4.2% | -28.5% | -39.2% |
| 3Y | +159.3% | +43.3% | +116.0% | +64.1% |
| All | -10.9% | +34.7% | -45.6% | -45.0% |
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