+15.5%
CVS vs MP
-42.0%
+57.6%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.2% | +0.6% |
| 7D | +12.0% | +2.3% | +9.7% | +12.0% |
| 30D | +2.8% | -15.3% | +18.1% | +2.0% |
| 3M | -3.6% | -33.5% | +29.9% | -5.2% |
| 6M | -1.6% | -45.5% | +43.9% | -4.1% |
| YTD | +16.3% | -27.3% | +43.6% | +11.8% |
| 1Y | +15.5% | -40.7% | +56.2% | +11.7% |
| All | +15.5% | -42.0% | +57.6% | +11.7% |
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