+39.4%
CSCO vs MDB
-9.9%
+49.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +4.6% | +0.5% | +4.8% |
| 7D | -2.9% | -0.9% | -2.0% | -2.8% |
| 30D | -16.7% | -15.2% | -1.5% | -15.9% |
| 3M | -18.4% | -17.9% | -0.5% | -18.0% |
| 6M | +2.9% | +9.3% | -6.4% | +1.6% |
| YTD | +30.4% | -22.0% | +52.4% | +31.6% |
| All | +39.4% | -9.9% | +49.3% | +40.2% |
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