+106.4%
CSCO vs MDB
-5.3%
+111.7%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.9% |
| 7D | -0.7% | -17.4% | +16.8% | +0.7% |
| 30D | -10.1% | -2.0% | -8.1% | -10.4% |
| 3M | -15.7% | -3.0% | -12.7% | -15.9% |
| 6M | +36.3% | +48.7% | -12.4% | +30.3% |
| YTD | +43.8% | -12.1% | +56.0% | +43.4% |
| 1Y | +63.9% | +14.5% | +49.4% | +59.3% |
| All | +106.4% | -5.3% | +111.7% | +97.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling