+377.3%
CSCO vs MAR
+419.7%
-42.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | 0.0% | -0.5% | +0.5% | +0.1% |
| 30D | -10.7% | -4.7% | -6.1% | -9.6% |
| 3M | -8.7% | -15.6% | +6.9% | -4.6% |
| 6M | +44.9% | +1.2% | +43.7% | +43.5% |
| YTD | +44.1% | +7.5% | +36.6% | +39.9% |
| 1Y | +65.9% | +26.6% | +39.2% | +52.9% |
| 3Y | +109.0% | +66.0% | +43.1% | +76.6% |
| 5Y | +114.8% | +154.1% | -39.3% | +57.4% |
| 10Y | +377.3% | +441.9% | -64.5% | +181.3% |
| All | +377.3% | +419.7% | -42.4% | +181.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling