+48.3%
CVS vs MDT
+54.1%
-5.8%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +10.4% | -3.7% | +14.1% | +11.3% |
| 30D | +3.3% | +8.6% | -5.3% | +0.6% |
| 3M | -4.5% | +12.2% | -16.7% | -8.0% |
| 6M | -4.4% | +33.7% | -38.1% | -12.8% |
| YTD | +16.6% | +7.8% | +8.8% | +14.2% |
| 1Y | +15.3% | +8.9% | +6.4% | +12.4% |
| All | +48.3% | +54.1% | -5.8% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling