+12.9%
CVS vs MDT
-1.3%
+14.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.5% |
| 7D | +10.4% | -3.7% | +14.1% | +11.4% |
| 30D | +3.3% | +8.6% | -5.3% | +0.4% |
| 3M | -4.5% | +12.2% | -16.7% | -8.2% |
| 6M | -4.4% | +33.7% | -38.1% | -13.1% |
| YTD | +16.6% | +7.8% | +8.8% | +13.4% |
| 1Y | +15.3% | +8.9% | +6.4% | +11.6% |
| 3Y | +48.6% | +57.6% | -9.1% | +26.9% |
| 5Y | +12.9% | -0.7% | +13.6% | +12.0% |
| All | +12.9% | -1.3% | +14.1% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling