+5.6%
CVS vs MDB
-8.5%
+14.1%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -2.1% | -10.4% | -12.6% |
| 7D | -11.1% | -16.5% | +5.4% | -11.8% |
| 30D | -7.4% | -8.6% | +1.1% | -7.7% |
| 3M | -22.9% | -13.6% | -9.3% | -23.1% |
| 6M | -1.2% | +24.1% | -25.3% | +0.5% |
| YTD | +3.9% | -21.8% | +25.6% | +3.0% |
| 1Y | +5.6% | -7.7% | +13.3% | +6.7% |
| All | +5.6% | -8.5% | +14.1% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 1y: compounded portfolio wealth divided by compounded MDB 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…
1y analysis · Full analysis span regression · 6 months rolling