+16.2%
CVS vs MDT
+11.9%
+4.4%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.3% | -0.6% |
| 7D | +6.6% | +1.0% | +5.5% | +6.5% |
| 30D | -0.4% | +9.2% | -9.6% | -2.1% |
| 3M | -5.3% | +14.5% | -19.8% | -7.8% |
| 6M | -7.7% | +37.3% | -45.0% | -13.6% |
| YTD | +16.0% | +9.8% | +6.2% | +17.3% |
| 1Y | +16.2% | +10.5% | +5.7% | +17.3% |
| All | +16.2% | +11.9% | +4.4% | +17.3% |
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