+1,702.9%
CVS vs MLM
+2,981.8%
-1,279.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.8% | +4.9% | +3.5% |
| 7D | -7.1% | -4.1% | -3.0% | -6.3% |
| 30D | -4.0% | +8.2% | -12.1% | -6.0% |
| 3M | -12.2% | -3.6% | -8.6% | -11.8% |
| 6M | -2.2% | -15.6% | +13.4% | +1.1% |
| YTD | +8.9% | -16.4% | +25.3% | +12.4% |
| 1Y | +9.9% | -14.3% | +24.2% | +12.6% |
| 3Y | +32.1% | +19.3% | +12.8% | +23.4% |
| 5Y | +5.7% | +29.6% | -23.9% | -4.8% |
| 10Y | +39.0% | +189.9% | -150.9% | -2.3% |
| All | +1,702.9% | +2,981.8% | -1,279.0% | +596.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling