+43.1%
CSCO vs MAR
+48.9%
-5.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.2% | +2.4% | +2.6% |
| 7D | -2.8% | +1.0% | -3.8% | -2.8% |
| 30D | -12.6% | +16.2% | -28.9% | -13.3% |
| 3M | -16.0% | +23.1% | -39.1% | -17.1% |
| 6M | +2.8% | +22.0% | -19.1% | +1.2% |
| YTD | +33.2% | +39.2% | -5.9% | +31.4% |
| 1Y | +43.1% | +48.3% | -5.1% | +42.3% |
| All | +43.1% | +48.9% | -5.8% | +42.3% |
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 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