+34.6%
CSCO vs MDB
-13.6%
+48.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.1% |
| 7D | -10.2% | -11.4% | +1.2% | -9.5% |
| 30D | -20.1% | -13.8% | -6.2% | -19.2% |
| 3M | -22.1% | -15.5% | -6.6% | -21.8% |
| 6M | +3.2% | +17.9% | -14.7% | +1.3% |
| YTD | +24.1% | -25.5% | +49.6% | +25.7% |
| 1Y | +34.6% | -12.1% | +46.6% | +35.7% |
| All | +34.6% | -13.6% | +48.1% | +35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 MDB 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