+265.1%
MU vs CTVA
+33.4%
+231.7%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +3.2% | -10.2% | -7.1% |
| 7D | -19.1% | +8.2% | -27.3% | -19.4% |
| 30D | -25.2% | -1.0% | -24.2% | -24.7% |
| 3M | -10.9% | +4.6% | -15.5% | -11.2% |
| 6M | +38.0% | +0.5% | +37.5% | +37.5% |
| YTD | +178.8% | +22.7% | +156.1% | +148.6% |
| 1Y | +265.1% | +32.0% | +233.2% | +197.9% |
| All | +265.1% | +33.4% | +231.7% | +197.9% |
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