+1,652.2%
CVS vs MMM
+3,144.9%
-1,492.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.4% | +4.5% | +3.6% |
| 7D | -7.1% | +6.2% | -13.3% | -9.8% |
| 30D | -4.0% | +14.2% | -18.2% | -9.2% |
| 3M | -12.2% | +2.9% | -15.1% | -14.0% |
| 6M | -2.2% | +27.6% | -29.7% | -11.5% |
| YTD | +8.9% | +17.3% | -8.4% | +1.0% |
| 1Y | +9.9% | +15.1% | -5.2% | +2.6% |
| 3Y | +32.1% | +157.1% | -125.0% | -11.7% |
| 5Y | +5.7% | +45.1% | -39.4% | -13.8% |
| 10Y | +39.0% | +83.9% | -44.8% | +0.7% |
| All | +1,652.2% | +3,144.9% | -1,492.7% | +294.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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