+34.2%
CVS vs MDY
+43.9%
-9.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.3% |
| 7D | -2.0% | -2.5% | +0.6% | -0.9% |
| 30D | +1.9% | -5.0% | +7.0% | +4.1% |
| 3M | -2.2% | +0.5% | -2.6% | -2.5% |
| 6M | +26.7% | +8.0% | +18.7% | +22.3% |
| YTD | +22.9% | +12.2% | +10.7% | +16.5% |
| 1Y | +32.9% | +14.0% | +18.9% | +25.1% |
| 3Y | +62.3% | +48.2% | +14.1% | +35.1% |
| 5Y | +34.2% | +46.1% | -11.8% | +9.8% |
| All | +34.2% | +43.9% | -9.7% | +9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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