+445.3%
MP vs CTVA
+249.6%
+195.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -24.5% |
| 6M | -11.5% | +13.1% | -24.6% | -20.1% |
| YTD | +7.9% | +32.0% | -24.0% | -11.8% |
| 1Y | -15.0% | +22.1% | -37.1% | -27.7% |
| 3Y | +153.5% | +77.5% | +76.0% | +61.7% |
| 5Y | +58.7% | +106.3% | -47.6% | -7.8% |
| All | +445.3% | +249.6% | +195.7% | +164.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling