+896.1%
MPC vs CTVA
+197.7%
+698.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.7% | +3.6% |
| 7D | +2.6% | -1.0% | +3.6% | +3.2% |
| 30D | -12.2% | -8.7% | -3.5% | -7.9% |
| 3M | +20.1% | +6.4% | +13.7% | +13.5% |
| 6M | +60.6% | -1.9% | +62.5% | +57.0% |
| YTD | +150.6% | +21.5% | +129.1% | +114.7% |
| 1Y | +104.7% | +24.3% | +80.4% | +72.7% |
| 3Y | +194.5% | +91.8% | +102.7% | +80.4% |
| 5Y | +582.3% | +78.4% | +503.9% | +324.6% |
| All | +896.1% | +197.7% | +698.4% | +297.1% |
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