+12.3%
CVS vs MPWR
+182.1%
-169.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.9% | -8.3% | +0.3% |
| 7D | +12.0% | +17.3% | -5.3% | +11.3% |
| 30D | +2.8% | +12.1% | -9.3% | +2.3% |
| 3M | -3.6% | +5.6% | -9.2% | -3.9% |
| 6M | -1.6% | -10.7% | +9.1% | -1.5% |
| YTD | +16.3% | +64.0% | -47.7% | +13.4% |
| 1Y | +15.5% | +55.9% | -40.4% | +12.9% |
| 3Y | +48.1% | +199.5% | -151.4% | +37.3% |
| 5Y | +12.3% | +176.6% | -164.3% | -1.8% |
| All | +12.3% | +182.1% | -169.8% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPWR.
Daily Out/Under-Performance
Portfolio return minus MPWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPWR 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 MPWR 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