+883.6%
MPC vs CTVA
+216.1%
+667.5%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.2% | +4.5% | +3.6% |
| 7D | +3.9% | -2.1% | +5.9% | +5.1% |
| 30D | +33.8% | +12.0% | +21.7% | +24.8% |
| 3M | +49.9% | +13.5% | +36.4% | +36.8% |
| 6M | +80.9% | +12.1% | +68.8% | +66.2% |
| YTD | +147.4% | +29.0% | +118.4% | +108.2% |
| 1Y | +123.2% | +18.9% | +104.3% | +95.6% |
| 3Y | +171.7% | +78.9% | +92.8% | +77.2% |
| 5Y | +678.6% | +105.2% | +573.3% | +346.8% |
| All | +883.6% | +216.1% | +667.5% | +285.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling