+48.3%
CVS vs MPC
+201.9%
-153.6%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | 0.0% |
| 7D | +10.4% | +9.4% | +1.0% | +9.0% |
| 30D | +3.3% | -13.4% | +16.7% | +5.1% |
| 3M | -4.5% | +18.9% | -23.4% | -6.4% |
| 6M | -4.4% | +64.9% | -69.3% | -9.8% |
| YTD | +16.6% | +156.8% | -140.2% | +3.0% |
| 1Y | +15.3% | +113.2% | -97.9% | +4.5% |
| All | +48.3% | +201.9% | -153.6% | +27.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling