+4,277.4%
MU vs CVS
+57.7%
+4,219.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.4% | -5.5% | -2.4% |
| 7D | -15.2% | -2.6% | -12.6% | -14.6% |
| 30D | -29.5% | +4.0% | -33.6% | -30.6% |
| 3M | -15.8% | -6.3% | -9.5% | -14.6% |
| 6M | -2.9% | -0.4% | -2.5% | -4.0% |
| YTD | +154.2% | +15.6% | +138.6% | +136.9% |
| 1Y | +186.6% | +18.3% | +168.3% | +164.8% |
| 3Y | +871.5% | +47.3% | +824.2% | +700.0% |
| 5Y | +911.7% | +13.2% | +898.5% | +820.8% |
| 10Y | +4,277.4% | +57.2% | +4,220.2% | +3,071.6% |
| All | +4,277.4% | +57.7% | +4,219.7% | +3,071.6% |
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