+861.7%
MPC vs CTVA
+223.3%
+638.4%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.8% |
| 7D | +5.4% | +4.9% | +0.5% | +2.4% |
| 30D | +31.0% | +11.9% | +19.1% | +22.3% |
| 3M | +46.0% | +13.7% | +32.4% | +33.2% |
| 6M | +77.3% | +13.1% | +64.2% | +62.1% |
| YTD | +141.9% | +32.0% | +110.0% | +101.0% |
| 1Y | +120.9% | +22.1% | +98.8% | +90.6% |
| 3Y | +182.7% | +77.5% | +105.2% | +85.8% |
| 5Y | +646.4% | +106.3% | +540.2% | +328.3% |
| All | +861.7% | +223.3% | +638.4% | +271.7% |
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