+34.2%
CVS vs MKC
-33.9%
+68.2%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.0% | -2.8% | +0.8% | -1.5% |
| 30D | +1.9% | -3.4% | +5.3% | +2.5% |
| 3M | -2.2% | +3.8% | -6.0% | -2.9% |
| 6M | +26.7% | -17.9% | +44.7% | +30.8% |
| YTD | +22.9% | -23.6% | +46.5% | +28.4% |
| 1Y | +32.9% | -23.1% | +56.0% | +38.4% |
| 3Y | +62.3% | -31.5% | +93.8% | +72.6% |
| 5Y | +34.2% | -33.1% | +67.3% | +45.5% |
| All | +34.2% | -33.9% | +68.2% | +45.5% |
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