+6,169.9%
MU vs CVS
+40.0%
+6,129.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.7% | +3.5% | +3.0% |
| 7D | +7.5% | -1.9% | +9.4% | +8.1% |
| 30D | +19.4% | -0.3% | +19.7% | +19.2% |
| 3M | +9.8% | -1.1% | +11.0% | +9.9% |
| 6M | +164.1% | +23.7% | +140.4% | +144.4% |
| YTD | +260.3% | +23.0% | +237.3% | +231.4% |
| 1Y | +661.2% | +37.2% | +624.0% | +574.3% |
| 3Y | +1,380.8% | +62.4% | +1,318.4% | +1,084.2% |
| 5Y | +1,346.4% | +31.8% | +1,314.6% | +1,142.9% |
| 10Y | +6,169.9% | +41.9% | +6,128.0% | +4,755.8% |
| All | +6,169.9% | +40.0% | +6,129.9% | +4,755.8% |
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