+92.3%
MA vs CPB
-31.3%
+123.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.3% |
| 7D | +2.3% | +8.0% | -5.7% | +1.2% |
| 30D | +14.7% | +22.4% | -7.7% | +11.5% |
| 3M | +13.5% | +2.5% | +11.0% | +12.8% |
| 6M | +33.1% | +12.2% | +20.9% | +30.6% |
| YTD | +15.1% | -12.8% | +27.9% | +16.4% |
| 1Y | +18.7% | -19.2% | +37.9% | +21.4% |
| 3Y | +72.1% | -35.6% | +107.6% | +80.3% |
| All | +92.3% | -31.3% | +123.7% | +89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling