+15.5%
CVS vs MPC
+107.1%
-91.5%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | +0.1% |
| 7D | +12.0% | +2.6% | +9.4% | +11.5% |
| 30D | +2.8% | -12.2% | +15.0% | +4.3% |
| 3M | -3.6% | +20.1% | -23.6% | -4.2% |
| 6M | -1.6% | +60.6% | -62.2% | -3.9% |
| YTD | +16.3% | +150.6% | -134.3% | +6.8% |
| 1Y | +15.5% | +104.7% | -89.1% | +10.8% |
| All | +15.5% | +107.1% | -91.5% | +10.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling