+1,319.3%
MU vs CVS
+31.3%
+1,288.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | +7.2% | -1.6% | +8.7% | +7.4% |
| 30D | +14.0% | +0.4% | +13.6% | +13.8% |
| 3M | +5.4% | -0.4% | +5.8% | +5.4% |
| 6M | +170.3% | +25.1% | +145.1% | +158.9% |
| YTD | +250.7% | +23.9% | +226.8% | +234.7% |
| 1Y | +662.1% | +41.1% | +621.0% | +610.4% |
| 3Y | +1,341.2% | +63.6% | +1,277.6% | +1,185.1% |
| 5Y | +1,319.3% | +31.5% | +1,287.8% | +1,281.9% |
| All | +1,319.3% | +31.3% | +1,288.0% | +1,281.9% |
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