+1.4%
MCHP vs CVS
+31.1%
-29.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.9% | -1.9% |
| 7D | -2.1% | -2.0% | -0.1% | -1.7% |
| 30D | -11.1% | +1.9% | -13.0% | -11.6% |
| 3M | -18.1% | -2.2% | -15.9% | -17.9% |
| 6M | +10.8% | +26.7% | -16.0% | +4.0% |
| YTD | +14.2% | +22.9% | -8.6% | +7.5% |
| 1Y | +13.5% | +32.9% | -19.5% | +4.5% |
| 3Y | -2.0% | +62.3% | -64.3% | -17.1% |
| 5Y | +1.4% | +34.2% | -32.9% | -7.4% |
| All | +1.4% | +31.1% | -29.7% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling