+13,824.2%
MA vs CP
+1,039.9%
+12,784.2%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.4% |
| 30D | +1.5% | +0.2% | +1.4% | +1.3% |
| 3M | +20.4% | +2.6% | +17.9% | +18.4% |
| 6M | +11.1% | +6.0% | +5.2% | +6.8% |
| YTD | +2.0% | +24.9% | -23.0% | -10.2% |
| 1Y | -2.2% | +20.1% | -22.3% | -12.2% |
| 3Y | +41.9% | +16.4% | +25.5% | +26.0% |
| 5Y | +75.4% | +31.7% | +43.6% | +43.7% |
| 10Y | +527.5% | +223.9% | +303.7% | +219.3% |
| All | +13,824.2% | +1,039.9% | +12,784.2% | +3,105.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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