+87.3%
MA vs CNC
-7.0%
+94.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | -1.8% | -7.3% | +5.5% | -0.9% |
| 30D | +11.0% | +5.2% | +5.9% | +10.3% |
| 3M | +17.9% | +8.6% | +9.2% | +16.6% |
| 6M | +33.2% | +25.1% | +8.1% | +29.2% |
| YTD | +16.5% | +71.3% | -54.8% | +8.3% |
| 1Y | +19.1% | +99.3% | -80.2% | +8.7% |
| 3Y | +70.6% | -1.9% | +72.5% | +67.7% |
| All | +87.3% | -7.0% | +94.2% | +81.0% |
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 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