+60.4%
CVS vs MLM
+138.2%
-77.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +6.6% | -0.9% | +7.4% | +6.8% |
| 30D | -0.4% | +9.0% | -9.5% | -2.8% |
| 3M | -5.3% | -5.6% | +0.3% | -4.4% |
| 6M | -7.7% | -10.7% | +3.0% | -6.0% |
| YTD | +16.0% | -17.2% | +33.2% | +19.9% |
| 1Y | +16.2% | -14.2% | +30.4% | +19.0% |
| 3Y | +47.6% | +15.6% | +31.9% | +38.1% |
| 5Y | +12.3% | +26.2% | -13.9% | +0.9% |
| All | +60.4% | +138.2% | -77.8% | +15.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling