+10,073.7%
CSCO vs MCO
+7,504.3%
+2,569.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.9% |
| 7D | -0.5% | -2.7% | +2.2% | +0.5% |
| 30D | -10.1% | +0.9% | -11.0% | -10.6% |
| 3M | -11.7% | +8.7% | -20.4% | -15.3% |
| 6M | +40.1% | +2.4% | +37.7% | +36.9% |
| YTD | +43.8% | -5.2% | +49.0% | +43.7% |
| 1Y | +66.6% | -4.4% | +71.0% | +65.4% |
| 3Y | +108.5% | +45.1% | +63.4% | +73.3% |
| 5Y | +114.0% | +31.5% | +82.5% | +81.1% |
| 10Y | +366.8% | +380.7% | -13.9% | +132.3% |
| All | +10,073.7% | +7,504.3% | +2,569.4% | +1,307.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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