+2,999.9%
MU vs CTVA
+211.9%
+2,788.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.3% |
| 7D | +7.5% | -5.8% | +13.3% | +10.3% |
| 30D | +19.4% | +11.1% | +8.3% | +13.5% |
| 3M | +9.8% | +13.2% | -3.4% | +2.7% |
| 6M | +164.1% | +8.7% | +155.4% | +150.7% |
| YTD | +260.3% | +27.3% | +233.0% | +217.1% |
| 1Y | +661.2% | +18.0% | +643.2% | +588.2% |
| 3Y | +1,380.8% | +76.5% | +1,304.4% | +984.2% |
| 5Y | +1,346.4% | +105.1% | +1,241.3% | +840.9% |
| All | +2,999.9% | +211.9% | +2,788.1% | +1,347.9% |
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 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