+554.8%
MA vs CPB
-39.9%
+594.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | -0.3% | +3.3% | -3.6% | -0.7% |
| 30D | +11.3% | +19.0% | -7.7% | +9.3% |
| 3M | +16.7% | +0.4% | +16.2% | +16.4% |
| 6M | +32.8% | +13.0% | +19.8% | +30.8% |
| YTD | +15.6% | -12.7% | +28.3% | +16.6% |
| 1Y | +19.6% | -20.9% | +40.5% | +21.8% |
| 3Y | +72.1% | -35.4% | +107.5% | +78.1% |
| 5Y | +96.0% | -32.3% | +128.3% | +102.0% |
| 10Y | +554.8% | -40.5% | +595.3% | +574.8% |
| All | +554.8% | -39.9% | +594.7% | +574.8% |
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