+16.2%
CVS vs MP
-35.6%
+51.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -0.4% |
| 7D | +6.6% | +9.5% | -2.9% | +6.9% |
| 30D | -0.4% | -3.0% | +2.5% | -0.6% |
| 3M | -5.3% | -30.4% | +25.1% | -6.7% |
| 6M | -7.7% | -39.2% | +31.5% | -9.7% |
| YTD | +16.0% | -23.3% | +39.3% | +11.8% |
| 1Y | +16.2% | -32.6% | +48.9% | +12.3% |
| All | +16.2% | -35.6% | +51.8% | +12.3% |
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