+60.4%
CVS vs MDT
+62.9%
-2.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -1.2% |
| 7D | +6.6% | +1.0% | +5.5% | +6.1% |
| 30D | -0.4% | +9.2% | -9.6% | -4.3% |
| 3M | -5.3% | +14.5% | -19.8% | -10.7% |
| 6M | -7.7% | +37.3% | -45.0% | -19.3% |
| YTD | +16.0% | +9.8% | +6.2% | +10.6% |
| 1Y | +16.2% | +10.5% | +5.7% | +10.4% |
| 3Y | +47.6% | +57.4% | -9.9% | +19.7% |
| 5Y | +12.3% | +1.2% | +11.2% | +8.4% |
| All | +60.4% | +62.9% | -2.5% | +27.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling