+719.8%
MU vs CTVA
+22.4%
+697.3%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.1% |
| 7D | +9.0% | +4.9% | +4.0% | +8.9% |
| 30D | +13.8% | +11.9% | +1.9% | +13.6% |
| 3M | +2.1% | +13.7% | -11.6% | +1.9% |
| 6M | +153.8% | +13.1% | +140.7% | +153.7% |
| YTD | +256.4% | +32.0% | +224.4% | +259.7% |
| 1Y | +719.8% | +22.1% | +697.7% | +708.7% |
| All | +719.8% | +22.4% | +697.3% | +708.7% |
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 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