+70.1%
MA vs CPB
-36.1%
+106.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.6% | +0.6% |
| 7D | +1.8% | +2.9% | -1.1% | +1.4% |
| 30D | +11.8% | +17.6% | -5.8% | +9.6% |
| 3M | +17.2% | +2.0% | +15.1% | +16.6% |
| 6M | +33.4% | +11.6% | +21.8% | +31.3% |
| YTD | +16.1% | -13.8% | +29.9% | +17.4% |
| 1Y | +19.9% | -21.6% | +41.5% | +22.7% |
| 3Y | +70.1% | -35.8% | +105.9% | +80.4% |
| All | +70.1% | -36.1% | +106.1% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling