+41.0%
CVS vs MDT
+40.9%
+0.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -2.0% | -1.6% | -0.4% | -1.4% |
| 30D | +1.9% | +1.0% | +0.9% | +1.5% |
| 3M | -2.2% | +15.2% | -17.4% | -7.7% |
| 6M | +26.7% | +3.7% | +23.0% | +24.2% |
| YTD | +22.9% | -3.0% | +25.9% | +23.6% |
| 1Y | +32.9% | +2.5% | +30.4% | +30.6% |
| 3Y | +62.3% | +26.5% | +35.8% | +44.8% |
| 5Y | +34.2% | -18.3% | +52.5% | +41.9% |
| All | +41.0% | +40.9% | +0.1% | +18.7% |
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