+501.2%
MA vs CNC
+92.8%
+408.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -3.5% | -4.9% | +1.4% | -2.5% |
| 30D | +0.8% | -3.8% | +4.5% | +1.5% |
| 3M | +14.8% | -3.2% | +18.0% | +15.1% |
| 6M | +10.0% | +47.9% | -37.9% | -0.7% |
| YTD | -0.1% | +55.7% | -55.8% | -11.3% |
| 1Y | -2.2% | +106.2% | -108.5% | -19.5% |
| 3Y | +39.3% | -2.1% | +41.3% | +30.0% |
| 5Y | +66.3% | +3.4% | +63.0% | +48.7% |
| All | +501.2% | +92.8% | +408.4% | +378.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 CNC 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