+114.0%
CSCO vs MAR
+155.0%
-41.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.3% | +2.3% | +0.6% |
| 7D | -0.5% | -1.7% | +1.2% | -0.1% |
| 30D | -10.1% | -6.9% | -3.2% | -8.3% |
| 3M | -11.7% | -15.8% | +4.1% | -7.7% |
| 6M | +40.1% | +1.9% | +38.1% | +38.2% |
| YTD | +43.8% | +6.6% | +37.2% | +39.6% |
| 1Y | +66.6% | +23.7% | +42.9% | +53.8% |
| 3Y | +108.5% | +64.6% | +43.9% | +74.6% |
| 5Y | +114.0% | +156.4% | -42.4% | +50.0% |
| All | +114.0% | +155.0% | -41.0% | +50.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling