+25.2%
CVS vs MDLN
-7.5%
+32.7%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.8% | -0.3% |
| 7D | -2.0% | -11.5% | +9.5% | -2.6% |
| 30D | +1.9% | -7.6% | +9.5% | +1.6% |
| 3M | -2.2% | -11.4% | +9.2% | -1.1% |
| 6M | +26.7% | -24.5% | +51.2% | +21.4% |
| YTD | +22.9% | -22.9% | +45.8% | +17.5% |
| All | +25.2% | -7.5% | +32.7% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 MDLN 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