+199.5%
MCHP vs CVS
+41.0%
+158.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.3% | +3.9% |
| 7D | 0.0% | -2.2% | +2.2% | +0.8% |
| 30D | -6.0% | -0.1% | -6.0% | -6.2% |
| 3M | -19.7% | -5.2% | -14.5% | -18.6% |
| 6M | +14.0% | +26.9% | -12.9% | +4.2% |
| YTD | +18.4% | +22.1% | -3.6% | +8.8% |
| 1Y | +17.1% | +30.8% | -13.7% | +4.6% |
| 3Y | +0.7% | +54.4% | -53.7% | -18.8% |
| 5Y | +5.1% | +33.4% | -28.3% | -10.8% |
| All | +199.5% | +41.0% | +158.4% | +118.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling