+1,907.2%
CVS vs MMM
+2,854.2%
-947.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +4.0% | -3.3% | +7.3% | +5.2% |
| 30D | -2.4% | -7.0% | +4.6% | +0.2% |
| 3M | +2.7% | +10.8% | -8.2% | -1.3% |
| 6M | +21.9% | +5.8% | +16.1% | +18.9% |
| YTD | +24.7% | +6.8% | +18.0% | +20.8% |
| 1Y | +35.4% | +10.4% | +25.1% | +29.1% |
| 3Y | +65.2% | +104.7% | -39.5% | +21.0% |
| 5Y | +30.5% | +23.6% | +7.0% | +14.0% |
| 10Y | +40.4% | +54.1% | -13.8% | +9.4% |
| All | +1,907.2% | +2,854.2% | -947.0% | +371.9% |
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