+41.0%
CVS vs MTB
+172.9%
-131.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | -2.0% | -0.4% | -1.5% | -1.8% |
| 30D | +1.9% | -4.6% | +6.5% | +3.4% |
| 3M | -2.2% | +7.4% | -9.6% | -4.4% |
| 6M | +26.7% | +18.7% | +8.1% | +19.9% |
| YTD | +22.9% | +21.1% | +1.8% | +15.3% |
| 1Y | +32.9% | +24.1% | +8.8% | +23.4% |
| 3Y | +62.3% | +115.3% | -53.1% | +24.3% |
| 5Y | +34.2% | +106.0% | -71.8% | +1.4% |
| All | +41.0% | +172.9% | -131.9% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 10y: compounded portfolio wealth divided by compounded MTB 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…
10y analysis · Full analysis span regression · 6 months rolling