+316.9%
CSCO vs MDB
+1,017.4%
-700.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +1.0% |
| 7D | -0.7% | -17.4% | +16.8% | +1.2% |
| 30D | -10.1% | -2.0% | -8.1% | -10.3% |
| 3M | -15.7% | -3.0% | -12.7% | -16.0% |
| 6M | +36.3% | +48.7% | -12.4% | +28.8% |
| YTD | +43.8% | -12.1% | +56.0% | +43.1% |
| 1Y | +63.9% | +14.5% | +49.4% | +57.8% |
| 3Y | +104.4% | -6.1% | +110.5% | +92.8% |
| 5Y | +111.4% | -27.3% | +138.7% | +93.5% |
| All | +316.9% | +1,017.4% | -700.5% | +118.7% |
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 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