+1,878.9%
CVS vs MTZ
+3,109.1%
-1,230.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -1.9% | +2.3% | -4.2% | -2.1% |
| 30D | -0.3% | -10.3% | +10.0% | +0.4% |
| 3M | -1.1% | -31.8% | +30.7% | +1.1% |
| 6M | +23.7% | -19.2% | +42.9% | +24.7% |
| YTD | +23.0% | +10.7% | +12.3% | +21.0% |
| 1Y | +37.2% | +37.5% | -0.4% | +32.6% |
| 3Y | +62.4% | +162.4% | -99.9% | +47.4% |
| 5Y | +31.8% | +166.3% | -134.5% | +18.3% |
| 10Y | +41.9% | +753.2% | -711.3% | +14.9% |
| All | +1,878.9% | +3,109.1% | -1,230.1% | +1,245.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling