+301.6%
CVS vs MXL
+298.4%
+3.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.5% | -8.3% | -1.2% |
| 7D | -1.9% | +19.0% | -20.9% | -2.9% |
| 30D | -0.3% | +4.5% | -4.8% | -0.8% |
| 3M | -1.1% | -1.5% | +0.4% | -2.5% |
| 6M | +23.7% | +348.6% | -324.9% | +7.3% |
| YTD | +23.0% | +310.3% | -287.3% | +7.1% |
| 1Y | +37.2% | +344.7% | -307.6% | +18.2% |
| 3Y | +62.4% | +211.2% | -148.7% | +37.4% |
| 5Y | +31.8% | +34.8% | -3.0% | +16.5% |
| 10Y | +41.9% | +286.5% | -244.6% | +5.7% |
| All | +301.6% | +298.4% | +3.3% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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