+1,324.0%
CSCO vs MAR
+3,207.6%
-1,883.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.7% | -3.2% | -1.6% |
| 7D | -4.7% | +2.9% | -7.5% | -5.7% |
| 30D | -17.1% | +17.0% | -34.1% | -22.3% |
| 3M | -19.6% | +23.2% | -42.8% | -26.3% |
| 6M | +2.4% | +21.7% | -19.3% | -6.2% |
| YTD | +29.8% | +38.9% | -9.1% | +12.0% |
| 1Y | +38.7% | +48.7% | -10.0% | +16.1% |
| 3Y | +101.3% | +122.9% | -21.6% | +40.4% |
| 5Y | +94.8% | +177.5% | -82.6% | +19.8% |
| 10Y | +324.2% | +537.5% | -213.3% | +60.9% |
| All | +1,324.0% | +3,207.6% | -1,883.5% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling