+13.0%
CVS vs MPC
+600.5%
-587.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +6.6% | +11.2% | -4.7% | +4.7% |
| 30D | -0.4% | -14.5% | +14.0% | +2.0% |
| 3M | -5.3% | +16.7% | -21.9% | -7.6% |
| 6M | -7.7% | +67.6% | -75.3% | -15.1% |
| YTD | +16.0% | +157.9% | -141.9% | -1.5% |
| 1Y | +16.2% | +116.7% | -100.4% | +1.7% |
| 3Y | +47.6% | +199.8% | -152.2% | +18.5% |
| All | +13.0% | +600.5% | -587.5% | -23.8% |
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 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