+35.4%
CVS vs MLM
-15.9%
+51.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.5% |
| 7D | +4.0% | -2.9% | +6.9% | +4.2% |
| 30D | -2.4% | -6.8% | +4.4% | -1.8% |
| 3M | +2.7% | -11.2% | +13.9% | +3.6% |
| 6M | +21.9% | -21.8% | +43.7% | +24.2% |
| YTD | +24.7% | -17.0% | +41.7% | +25.3% |
| 1Y | +35.4% | -16.4% | +51.8% | +36.3% |
| All | +35.4% | -15.9% | +51.3% | +36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 1y: compounded portfolio wealth divided by compounded MLM 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…
1y analysis · Full analysis span regression · 6 months rolling