+41,709.6%
MCHP vs CVS
+1,551.4%
+40,158.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | +0.3% | -1.9% | +2.2% | +0.9% |
| 30D | -9.8% | -0.3% | -9.5% | -9.8% |
| 3M | -19.7% | -1.1% | -18.6% | -19.7% |
| 6M | +13.6% | +23.7% | -10.1% | +5.7% |
| YTD | +16.5% | +23.0% | -6.5% | +8.0% |
| 1Y | +15.7% | +37.2% | -21.5% | +3.4% |
| 3Y | 0.0% | +62.4% | -62.5% | -18.2% |
| 5Y | +4.4% | +31.8% | -27.4% | -9.4% |
| 10Y | +201.4% | +41.9% | +159.5% | +147.3% |
| All | +41,709.6% | +1,551.4% | +40,158.2% | +15,011.7% |
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