+66.3%
MA vs CNC
+2.3%
+64.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.5% |
| 7D | -3.5% | -4.9% | +1.4% | -3.0% |
| 30D | +0.8% | -3.8% | +4.5% | +1.2% |
| 3M | +14.8% | -3.2% | +18.0% | +15.0% |
| 6M | +10.0% | +47.9% | -37.9% | +4.4% |
| YTD | -0.1% | +55.7% | -55.8% | -6.0% |
| 1Y | -2.2% | +106.2% | -108.5% | -11.5% |
| 3Y | +39.3% | -2.1% | +41.3% | +34.8% |
| 5Y | +66.3% | +3.4% | +63.0% | +60.4% |
| All | +66.3% | +2.3% | +64.1% | +60.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling