+1,893.3%
CVS vs MKC
+3,364.7%
-1,471.5%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | -1.6% | -4.3% | +2.8% | -0.4% |
| 30D | +0.4% | -2.0% | +2.4% | +0.9% |
| 3M | -0.4% | +10.0% | -10.4% | -3.2% |
| 6M | +25.1% | -18.5% | +43.7% | +31.2% |
| YTD | +23.9% | -22.4% | +46.3% | +30.8% |
| 1Y | +41.1% | -23.6% | +64.7% | +49.4% |
| 3Y | +63.6% | -30.4% | +94.1% | +75.4% |
| 5Y | +31.5% | -34.2% | +65.7% | +41.6% |
| 10Y | +40.5% | +26.8% | +13.7% | +24.9% |
| All | +1,893.3% | +3,364.7% | -1,471.5% | +802.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling