+2,111.7%
MU vs CTVA
+197.0%
+1,914.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.8% | +4.5% | +5.5% |
| 7D | -12.0% | +1.6% | -13.6% | -12.6% |
| 30D | -28.7% | -8.5% | -20.2% | -26.4% |
| 3M | -16.4% | +5.3% | -21.7% | -19.7% |
| 6M | -1.8% | -0.1% | -1.7% | -4.2% |
| YTD | +157.1% | +21.2% | +135.8% | +128.1% |
| 1Y | +208.5% | +27.0% | +181.5% | +167.7% |
| 3Y | +906.2% | +87.2% | +818.9% | +608.4% |
| 5Y | +893.4% | +77.9% | +815.5% | +588.7% |
| All | +2,111.7% | +197.0% | +1,914.7% | +941.4% |
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 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