+6,475.2%
MCD vs CVS
+1,676.7%
+4,798.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.1% | -3.6% | -1.2% |
| 7D | +7.1% | -7.1% | +14.2% | +8.3% |
| 30D | +19.8% | -4.0% | +23.7% | +20.2% |
| 3M | +0.8% | -12.2% | +13.0% | +3.0% |
| 6M | -1.3% | -2.2% | +0.9% | -1.7% |
| YTD | -7.8% | +8.9% | -16.7% | -10.8% |
| 1Y | -5.0% | +9.9% | -14.8% | -8.3% |
| 3Y | +10.5% | +32.1% | -21.5% | 0.0% |
| 5Y | +22.0% | +5.7% | +16.3% | +14.8% |
| 10Y | +216.7% | +39.0% | +177.6% | +171.7% |
| All | +6,475.2% | +1,676.7% | +4,798.5% | +2,765.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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