+70.6%
MA vs CNC
-2.1%
+72.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | -1.8% | -7.3% | +5.5% | -1.2% |
| 30D | +11.0% | +5.2% | +5.9% | +10.6% |
| 3M | +17.9% | +8.6% | +9.2% | +17.1% |
| 6M | +33.2% | +25.1% | +8.1% | +30.9% |
| YTD | +16.5% | +71.3% | -54.8% | +12.0% |
| 1Y | +19.1% | +99.3% | -80.2% | +13.5% |
| All | +70.6% | -2.1% | +72.6% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling