+555.4%
CVS vs MPWR
+15,734.2%
-15,178.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.6% |
| 7D | +4.0% | -2.6% | +6.5% | +4.3% |
| 30D | -2.4% | -9.0% | +6.6% | -1.4% |
| 3M | +2.7% | -25.8% | +28.5% | +5.5% |
| 6M | +21.9% | +11.8% | +10.1% | +18.6% |
| YTD | +24.7% | +35.5% | -10.8% | +18.3% |
| 1Y | +35.4% | +45.3% | -9.9% | +26.7% |
| 3Y | +65.2% | +138.5% | -73.3% | +38.0% |
| 5Y | +30.5% | +152.8% | -122.2% | +3.6% |
| 10Y | +40.4% | +1,616.6% | -1,576.2% | -20.4% |
| All | +555.4% | +15,734.2% | -15,178.8% | +178.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling