+71.5%
CVS vs MP
+271.0%
-199.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.6% |
| 7D | +12.0% | +2.3% | +9.7% | +11.9% |
| 30D | +2.8% | -15.3% | +18.1% | +3.2% |
| 3M | -3.6% | -33.5% | +29.9% | -2.6% |
| 6M | -1.6% | -45.5% | +43.9% | -0.3% |
| YTD | +16.3% | -27.3% | +43.6% | +16.2% |
| 1Y | +15.5% | -40.7% | +56.2% | +16.2% |
| 3Y | +48.1% | +145.9% | -97.7% | +35.0% |
| 5Y | +12.3% | -13.9% | +26.2% | +5.2% |
| All | +71.5% | +271.0% | -199.5% | +47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling