+4,407.5%
MU vs CVS
+63.8%
+4,343.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.4% |
| 7D | +12.8% | +6.6% | +6.2% | +10.6% |
| 30D | -14.9% | -0.4% | -14.4% | -14.9% |
| 3M | -18.0% | -5.3% | -12.8% | -17.2% |
| 6M | -3.1% | -7.7% | +4.6% | -1.7% |
| YTD | +172.9% | +16.0% | +156.9% | +153.9% |
| 1Y | +228.8% | +16.2% | +212.6% | +205.8% |
| 3Y | +950.8% | +47.6% | +903.3% | +764.1% |
| 5Y | +931.3% | +12.3% | +918.9% | +842.3% |
| All | +4,407.5% | +63.8% | +4,343.7% | +3,119.7% |
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 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