+65.4%
CVS vs MPC
+177.6%
-112.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +5.4% | -1.5% | +3.3% |
| 30D | -2.4% | +31.0% | -33.4% | -5.6% |
| 3M | +2.7% | +46.0% | -43.4% | -2.1% |
| 6M | +21.9% | +77.3% | -55.4% | +13.0% |
| YTD | +24.7% | +141.9% | -117.2% | +10.5% |
| 1Y | +35.4% | +120.9% | -85.5% | +21.2% |
| All | +65.4% | +177.6% | -112.2% | +38.2% |
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 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