+117.2%
MPC vs CTVA
+33.4%
+83.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +3.2% | -11.3% | -8.7% |
| 7D | -10.9% | +8.2% | -19.1% | -12.4% |
| 30D | -9.4% | -1.0% | -8.4% | -9.8% |
| 3M | +26.0% | +4.6% | +21.4% | +23.1% |
| 6M | +56.5% | +0.5% | +56.0% | +50.9% |
| YTD | +144.3% | +22.7% | +121.5% | +117.9% |
| 1Y | +117.2% | +32.0% | +85.3% | +87.3% |
| All | +117.2% | +33.4% | +83.8% | +87.3% |
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 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