+2.8%
CSCO vs MDB
+17.9%
-15.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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 | -22.4% | -15.5% | -6.9% | -22.2% |
| 6M | +2.8% | +17.9% | -15.1% | +5.3% |
| All | +2.8% | +17.9% | -15.1% | +5.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling