+40.0%
CVS vs MCK
+442.8%
-402.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | -2.2% | -2.9% | +0.8% | -1.0% |
| 30D | -0.1% | +0.4% | -0.5% | -0.4% |
| 3M | -5.2% | +12.1% | -17.3% | -10.3% |
| 6M | +26.9% | -5.4% | +32.3% | +28.7% |
| YTD | +22.1% | +7.8% | +14.3% | +15.7% |
| 1Y | +30.8% | +22.9% | +7.8% | +16.2% |
| 3Y | +54.4% | +110.7% | -56.3% | +1.7% |
| 5Y | +33.4% | +346.2% | -312.8% | -40.7% |
| All | +40.0% | +442.8% | -402.8% | -47.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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