+45.9%
CSCO vs MAR
+62.0%
-16.1%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | +0.5% |
| 7D | -6.1% | +7.7% | -13.8% | -6.3% |
| 30D | -8.2% | +19.4% | -27.5% | -9.0% |
| 3M | -14.6% | +23.3% | -37.9% | -15.6% |
| 6M | +12.7% | +22.8% | -10.1% | +10.9% |
| YTD | +37.0% | +37.8% | -0.8% | +35.4% |
| 1Y | +45.9% | +57.4% | -11.4% | +46.4% |
| All | +45.9% | +62.0% | -16.1% | +46.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 1y: compounded portfolio wealth divided by compounded MAR 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…
1y analysis · Full analysis span regression · 6 months rolling