+15,612.2%
MA vs CPB
+23.1%
+15,589.1%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.2% | -0.9% |
| 7D | -0.5% | -5.8% | +5.3% | +1.1% |
| 30D | +7.9% | +16.5% | -8.6% | +3.5% |
| 3M | +16.8% | -1.1% | +17.9% | +16.7% |
| 6M | +31.0% | +11.5% | +19.5% | +26.2% |
| YTD | +15.0% | -15.7% | +30.8% | +19.0% |
| 1Y | +17.0% | -24.7% | +41.7% | +24.8% |
| 3Y | +68.5% | -37.3% | +105.8% | +85.8% |
| 5Y | +85.0% | -35.0% | +120.0% | +98.0% |
| 10Y | +561.3% | -41.0% | +602.4% | +587.2% |
| All | +15,612.2% | +23.1% | +15,589.1% | +9,694.3% |
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 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