+569.6%
MA vs CPB
-40.1%
+609.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.8% | -4.1% | +2.3% | -1.3% |
| 30D | +11.0% | +16.9% | -5.9% | +9.2% |
| 3M | +17.9% | -0.6% | +18.4% | +17.8% |
| 6M | +33.2% | +11.4% | +21.8% | +31.4% |
| YTD | +16.5% | -14.8% | +31.3% | +17.8% |
| 1Y | +19.1% | -24.8% | +43.9% | +21.9% |
| 3Y | +70.6% | -36.6% | +107.2% | +76.9% |
| 5Y | +92.1% | -33.3% | +125.5% | +98.3% |
| 10Y | +569.6% | -40.4% | +610.0% | +592.4% |
| All | +569.6% | -40.1% | +609.7% | +592.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 10y: compounded portfolio wealth divided by compounded CPB 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…
10y analysis · Full analysis span regression · 6 months rolling