+1,907.2%
CVS vs MTB
+8,294.1%
-6,386.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +4.0% | +1.7% | +2.2% | +3.4% |
| 30D | -2.4% | -4.2% | +1.8% | -1.2% |
| 3M | +2.7% | +8.9% | -6.2% | +0.1% |
| 6M | +21.9% | +10.9% | +11.0% | +18.0% |
| YTD | +24.7% | +21.5% | +3.3% | +17.4% |
| 1Y | +35.4% | +21.9% | +13.5% | +27.0% |
| 3Y | +65.2% | +109.2% | -44.1% | +30.1% |
| 5Y | +30.5% | +102.0% | -71.4% | +1.5% |
| 10Y | +40.4% | +171.9% | -131.6% | -5.1% |
| All | +1,907.2% | +8,294.1% | -6,386.9% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling