+5.6%
CVS vs MP
-35.7%
+41.2%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.5% | -5.1% | -7.5% | -12.7% |
| 7D | -11.1% | -12.5% | +1.4% | -11.7% |
| 30D | -7.4% | -23.3% | +15.9% | -8.5% |
| 3M | -22.9% | -24.4% | +1.5% | -23.7% |
| 6M | -1.2% | -45.8% | +44.6% | -3.8% |
| YTD | +3.9% | -28.9% | +32.8% | +0.8% |
| 1Y | +5.6% | -34.6% | +40.1% | +2.7% |
| All | +5.6% | -35.7% | +41.2% | +2.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling