+15,692.2%
MA vs CPB
+29.0%
+15,663.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.7% | -3.2% | -2.7% |
| 7D | +3.2% | +11.6% | -8.4% | +0.2% |
| 30D | +15.9% | +23.3% | -7.4% | +9.5% |
| 3M | +15.2% | +1.6% | +13.5% | +14.1% |
| 6M | +32.4% | +13.9% | +18.4% | +26.8% |
| YTD | +15.6% | -11.7% | +27.3% | +18.1% |
| 1Y | +19.3% | -18.2% | +37.5% | +24.4% |
| 3Y | +73.0% | -35.2% | +108.2% | +89.2% |
| 5Y | +93.7% | -30.5% | +124.3% | +103.5% |
| 10Y | +575.0% | -37.1% | +612.1% | +585.6% |
| All | +15,692.2% | +29.0% | +15,663.1% | +9,619.8% |
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 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