+13,583.3%
MA vs CNC
+903.3%
+12,679.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.3% |
| 7D | -1.7% | -0.9% | -0.8% | -1.5% |
| 30D | +1.7% | -1.0% | +2.7% | +1.9% |
| 3M | +17.2% | +4.5% | +12.7% | +15.4% |
| 6M | +13.3% | +85.2% | -71.9% | -2.7% |
| YTD | +0.2% | +61.4% | -61.2% | -11.9% |
| 1Y | -2.7% | +94.9% | -97.6% | -18.8% |
| 3Y | +39.1% | 0.0% | +39.1% | +28.5% |
| 5Y | +68.8% | +11.2% | +57.6% | +49.2% |
| 10Y | +515.1% | +98.7% | +416.3% | +356.3% |
| All | +13,583.3% | +903.3% | +12,679.9% | +5,510.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling