+69.9%
CVS vs MDB
+986.0%
-916.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.7% |
| 7D | -1.9% | -4.5% | +2.6% | -1.8% |
| 30D | -0.3% | -14.0% | +13.7% | 0.0% |
| 3M | -1.1% | +5.3% | -6.4% | -1.4% |
| 6M | +23.7% | +31.9% | -8.2% | +22.3% |
| YTD | +23.0% | -14.6% | +37.6% | +22.9% |
| 1Y | +37.2% | +8.2% | +28.9% | +35.9% |
| 3Y | +62.4% | -5.0% | +67.5% | +59.3% |
| 5Y | +31.8% | -24.5% | +56.4% | +27.5% |
| All | +69.9% | +986.0% | -916.1% | +28.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling