+72,065.9%
MU vs CVS
+1,676.7%
+70,389.2%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.1% | +2.0% | +4.1% |
| 7D | -22.0% | -7.1% | -14.9% | -20.1% |
| 30D | -36.6% | -4.0% | -32.6% | -35.9% |
| 3M | -21.7% | -12.2% | -9.5% | -18.8% |
| 6M | +3.5% | -2.2% | +5.7% | +3.0% |
| YTD | +141.9% | +8.9% | +133.0% | +129.2% |
| 1Y | +189.8% | +9.9% | +180.0% | +173.5% |
| 3Y | +855.4% | +32.1% | +823.3% | +709.6% |
| 5Y | +869.2% | +5.7% | +863.5% | +776.9% |
| 10Y | +4,142.8% | +39.0% | +4,103.8% | +3,245.4% |
| All | +72,065.9% | +1,676.7% | +70,389.2% | +19,697.4% |
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