+241.5%
CVS vs MPC
+2,849.2%
-2,607.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.3% |
| 7D | -7.1% | -16.2% | +9.1% | -3.7% |
| 30D | -4.0% | -15.7% | +11.7% | -0.7% |
| 3M | -12.2% | +24.9% | -37.1% | -16.2% |
| 6M | -2.2% | +52.7% | -54.8% | -10.4% |
| YTD | +8.9% | +131.9% | -123.0% | -8.9% |
| 1Y | +9.9% | +96.6% | -86.8% | -5.1% |
| 3Y | +32.1% | +163.8% | -131.7% | +5.2% |
| 5Y | +5.7% | +533.1% | -527.4% | -31.2% |
| 10Y | +39.0% | +1,118.6% | -1,079.6% | -26.7% |
| All | +241.5% | +2,849.2% | -2,607.7% | +36.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling