+40.5%
CVS vs MPC
+1,138.6%
-1,098.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.0% | -1.2% |
| 7D | -1.6% | +3.9% | -5.4% | -2.3% |
| 30D | +0.4% | +33.8% | -33.4% | -5.5% |
| 3M | -0.4% | +49.9% | -50.3% | -8.5% |
| 6M | +25.1% | +80.9% | -55.8% | +10.0% |
| YTD | +23.9% | +147.4% | -123.5% | +1.7% |
| 1Y | +41.1% | +123.2% | -82.1% | +18.0% |
| 3Y | +63.6% | +171.7% | -108.1% | +28.4% |
| 5Y | +31.5% | +678.6% | -647.0% | -20.3% |
| 10Y | +40.5% | +1,134.0% | -1,093.5% | -28.2% |
| All | +40.5% | +1,138.6% | -1,098.1% | -28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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