+34.2%
CVS vs MTZ
+156.0%
-121.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.2% |
| 7D | -2.0% | 0.0% | -1.9% | -2.0% |
| 30D | +1.9% | -14.8% | +16.8% | +3.0% |
| 3M | -2.2% | -30.8% | +28.6% | -0.2% |
| 6M | +26.7% | -22.6% | +49.4% | +27.7% |
| YTD | +22.9% | +6.8% | +16.1% | +20.3% |
| 1Y | +32.9% | +22.1% | +10.8% | +28.5% |
| 3Y | +62.3% | +153.1% | -90.8% | +45.4% |
| 5Y | +34.2% | +161.4% | -127.2% | +14.4% |
| All | +34.2% | +156.0% | -121.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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