+40.0%
CVS vs MCO
+393.6%
-353.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.6% | -2.3% | -1.1% |
| 7D | -2.2% | -3.8% | +1.6% | -1.1% |
| 30D | -0.1% | -0.4% | +0.3% | -0.1% |
| 3M | -5.2% | +7.7% | -12.9% | -7.5% |
| 6M | +26.9% | +7.0% | +19.9% | +23.4% |
| YTD | +22.1% | -6.4% | +28.5% | +23.0% |
| 1Y | +30.8% | -7.6% | +38.4% | +32.0% |
| 3Y | +54.4% | +43.2% | +11.2% | +32.7% |
| 5Y | +33.4% | +29.6% | +3.8% | +16.0% |
| All | +40.0% | +393.6% | -353.6% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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