+906.2%
MU vs CTVA
+67.8%
+838.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.8% |
| 7D | -12.0% | +1.6% | -13.6% | -12.4% |
| 30D | -28.7% | -8.5% | -20.2% | -27.1% |
| 3M | -16.4% | +5.3% | -21.7% | -18.6% |
| 6M | -1.8% | -0.1% | -1.7% | -3.4% |
| YTD | +157.1% | +21.2% | +135.8% | +134.0% |
| 1Y | +208.5% | +27.0% | +181.5% | +175.7% |
| 3Y | +906.2% | +87.2% | +818.9% | +721.4% |
| All | +906.2% | +67.8% | +838.4% | +721.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling