+57.2%
CVS vs MLM
+149.0%
-91.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.5% | +4.9% | +4.5% |
| 7D | -2.6% | -2.9% | +0.2% | -2.1% |
| 30D | +4.0% | +10.4% | -6.4% | +1.3% |
| 3M | -6.3% | -3.7% | -2.6% | -5.8% |
| 6M | -0.4% | -10.3% | +9.9% | +1.4% |
| YTD | +15.6% | -14.8% | +30.4% | +18.7% |
| 1Y | +18.3% | -13.9% | +32.2% | +21.1% |
| 3Y | +47.3% | +18.4% | +28.9% | +37.1% |
| 5Y | +13.2% | +31.8% | -18.6% | +0.6% |
| 10Y | +57.2% | +143.4% | -86.2% | +13.2% |
| All | +57.2% | +149.0% | -91.8% | +13.2% |
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