+2,966.2%
MU vs CTVA
+223.3%
+2,742.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +9.0% | +4.9% | +4.0% | +6.5% |
| 30D | +13.8% | +11.9% | +1.9% | +7.9% |
| 3M | +2.1% | +13.7% | -11.6% | -4.7% |
| 6M | +153.8% | +13.1% | +140.7% | +136.7% |
| YTD | +256.4% | +32.0% | +224.4% | +208.7% |
| 1Y | +719.8% | +22.1% | +697.7% | +630.1% |
| 3Y | +1,360.4% | +77.5% | +1,282.9% | +968.8% |
| 5Y | +1,312.4% | +106.3% | +1,206.1% | +819.7% |
| All | +2,966.2% | +223.3% | +2,742.9% | +1,309.8% |
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