+330.5%
CSCO vs MAR
+541.3%
-210.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | -2.8% | +1.0% | -3.8% | -3.0% |
| 30D | -12.6% | +16.2% | -28.9% | -16.3% |
| 3M | -16.0% | +23.1% | -39.1% | -20.8% |
| 6M | +2.8% | +22.0% | -19.1% | -3.2% |
| YTD | +33.2% | +39.2% | -5.9% | +20.2% |
| 1Y | +43.1% | +48.3% | -5.1% | +26.6% |
| 3Y | +106.7% | +123.4% | -16.7% | +60.8% |
| 5Y | +103.6% | +185.4% | -81.8% | +44.7% |
| 10Y | +330.5% | +539.2% | -208.7% | +158.0% |
| All | +330.5% | +541.3% | -210.8% | +158.0% |
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