+5.6%
CVS vs MDT
+20.2%
-14.7%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | +6.1% | -18.7% | -13.2% |
| 7D | -11.1% | +10.7% | -21.8% | -12.7% |
| 30D | -7.4% | +19.3% | -26.8% | -10.6% |
| 3M | -22.9% | +22.8% | -45.6% | -25.9% |
| 6M | -1.2% | +36.4% | -37.6% | -7.6% |
| YTD | +3.9% | +12.1% | -8.2% | +4.6% |
| 1Y | +5.6% | +19.9% | -14.4% | +2.0% |
| All | +5.6% | +20.2% | -14.7% | +2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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