+31.9%
CVS vs MPC
+645.9%
-614.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +5.4% | -1.5% | +3.1% |
| 30D | -2.4% | +31.0% | -33.4% | -6.5% |
| 3M | +2.7% | +46.0% | -43.4% | -3.3% |
| 6M | +21.9% | +77.3% | -55.4% | +10.8% |
| YTD | +24.7% | +141.9% | -117.2% | +7.3% |
| 1Y | +35.4% | +120.9% | -85.5% | +18.0% |
| 3Y | +65.2% | +182.7% | -117.5% | +34.3% |
| All | +31.9% | +645.9% | -614.0% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling