+1,776.3%
CVS vs MTB
+7,592.0%
-5,815.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +10.4% | 0.0% | +10.4% | +10.4% |
| 30D | +3.3% | +0.8% | +2.4% | +2.9% |
| 3M | -4.5% | -12.8% | +8.2% | -0.8% |
| 6M | -4.4% | +6.7% | -11.1% | -6.4% |
| YTD | +16.6% | +11.3% | +5.3% | +12.4% |
| 1Y | +15.3% | +20.2% | -4.8% | +8.6% |
| 3Y | +48.6% | +103.8% | -55.2% | +17.9% |
| 5Y | +12.9% | +60.9% | -48.0% | -6.2% |
| 10Y | +63.2% | +115.0% | -51.8% | +17.9% |
| All | +1,776.3% | +7,592.0% | -5,815.7% | +313.0% |
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