+258.3%
CSCO vs MDB
+848.0%
-589.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.7% | -4.7% | -2.2% |
| 7D | -10.2% | -11.4% | +1.2% | -9.1% |
| 30D | -20.1% | -13.8% | -6.2% | -18.9% |
| 3M | -22.4% | -15.5% | -6.9% | -21.7% |
| 6M | +2.8% | +17.9% | -15.1% | -0.6% |
| YTD | +23.6% | -25.5% | +49.1% | +24.5% |
| 1Y | +34.0% | -12.1% | +46.1% | +32.2% |
| 3Y | +89.3% | -5.9% | +95.1% | +77.5% |
| 5Y | +87.9% | -43.7% | +131.5% | +77.1% |
| All | +258.3% | +848.0% | -589.6% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling