+31.5%
CVS vs MDB
-26.9%
+58.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.7% |
| 7D | -1.6% | -18.0% | +16.4% | -1.4% |
| 30D | +0.4% | -10.7% | +11.1% | +0.4% |
| 3M | -0.4% | +1.0% | -1.4% | -0.5% |
| 6M | +25.1% | +31.6% | -6.5% | +24.5% |
| YTD | +23.9% | -15.2% | +39.1% | +23.9% |
| 1Y | +41.1% | +10.1% | +31.0% | +40.4% |
| 3Y | +63.6% | -5.6% | +69.3% | +61.6% |
| 5Y | +31.5% | -24.5% | +56.1% | +28.0% |
| All | +31.5% | -26.9% | +58.4% | +28.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling