+13,824.2%
MA vs CPB
+17.7%
+13,806.4%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.3% | -0.2% |
| 7D | -2.7% | -8.6% | +5.9% | -0.4% |
| 30D | +1.5% | -7.2% | +8.8% | +3.4% |
| 3M | +20.4% | +0.9% | +19.5% | +19.6% |
| 6M | +11.1% | -11.8% | +23.0% | +14.2% |
| YTD | +2.0% | -19.4% | +21.4% | +7.0% |
| 1Y | -2.2% | -30.4% | +28.2% | +6.7% |
| 3Y | +41.9% | -40.2% | +82.0% | +58.6% |
| 5Y | +75.4% | -39.5% | +114.9% | +92.0% |
| 10Y | +527.5% | -47.4% | +574.9% | +587.3% |
| All | +13,824.2% | +17.7% | +13,806.4% | +8,707.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling