+1,478.2%
CSCO vs MAR
+2,498.9%
-1,020.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | -0.7% | -4.2% | +3.5% | +1.0% |
| 30D | -10.1% | -6.7% | -3.4% | -7.7% |
| 3M | -15.7% | -12.5% | -3.2% | -11.5% |
| 6M | +36.3% | +0.6% | +35.7% | +34.7% |
| YTD | +43.8% | +9.1% | +34.7% | +37.0% |
| 1Y | +63.9% | +26.2% | +37.7% | +46.3% |
| 3Y | +104.4% | +68.2% | +36.2% | +59.6% |
| 5Y | +111.4% | +163.9% | -52.6% | +32.1% |
| 10Y | +361.7% | +420.6% | -58.9% | +89.8% |
| All | +1,478.2% | +2,498.9% | -1,020.7% | +168.7% |
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