+291.2%
CVS vs MPC
+2,977.1%
-2,685.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.5% |
| 7D | +4.0% | +5.4% | -1.5% | +2.9% |
| 30D | -2.4% | +31.0% | -33.4% | -7.6% |
| 3M | +2.7% | +46.0% | -43.4% | -5.0% |
| 6M | +21.9% | +77.3% | -55.4% | +8.0% |
| YTD | +24.7% | +141.9% | -117.2% | +3.6% |
| 1Y | +35.4% | +120.9% | -85.5% | +14.2% |
| 3Y | +65.2% | +182.7% | -117.5% | +29.8% |
| 5Y | +30.5% | +646.4% | -615.9% | -17.9% |
| 10Y | +40.4% | +1,138.7% | -1,098.4% | -26.3% |
| All | +291.2% | +2,977.1% | -2,685.9% | +54.7% |
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