+13.0%
CVS vs MKC
-35.5%
+48.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.7% | -0.6% |
| 7D | +6.6% | -3.0% | +9.5% | +7.0% |
| 30D | -0.4% | +4.8% | -5.3% | -1.5% |
| 3M | -5.3% | -12.8% | +7.6% | -3.6% |
| 6M | -7.7% | +5.0% | -12.7% | -8.9% |
| YTD | +16.0% | -29.1% | +45.1% | +22.0% |
| 1Y | +16.2% | -26.4% | +42.6% | +21.2% |
| 3Y | +47.6% | -21.6% | +69.2% | +50.2% |
| All | +13.0% | -35.5% | +48.5% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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