+1,682.0%
MAS vs CPB
+363.2%
+1,318.9%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +5.9% | -0.3% | +3.8% |
| 7D | +14.2% | +13.0% | +1.2% | +10.1% |
| 30D | +26.8% | +20.5% | +6.3% | +19.9% |
| 3M | +13.1% | +2.2% | +10.9% | +12.0% |
| 6M | +27.9% | +15.4% | +12.5% | +21.9% |
| YTD | +38.7% | -12.3% | +51.0% | +42.8% |
| 1Y | +40.4% | -18.0% | +58.3% | +47.3% |
| 3Y | +66.1% | -35.7% | +101.8% | +85.0% |
| 5Y | +47.4% | -31.4% | +78.9% | +58.4% |
| 10Y | +238.3% | -37.6% | +275.9% | +256.1% |
| All | +1,682.0% | +363.2% | +1,318.9% | +952.0% |
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