+43.4%
CSCO vs MDLN
-7.5%
+50.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.9% | +3.1% | -1.9% |
| 7D | -1.1% | -11.5% | +10.4% | -1.4% |
| 30D | -10.8% | -7.6% | -3.2% | -11.0% |
| 3M | -9.2% | -11.4% | +2.1% | -9.3% |
| 6M | +39.5% | -24.5% | +64.0% | +41.3% |
| YTD | +41.5% | -22.9% | +64.4% | +42.7% |
| All | +43.4% | -7.5% | +50.9% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLN.
Daily Out/Under-Performance
Portfolio return minus MDLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLN 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 5y: compounded portfolio wealth divided by compounded MDLN 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…
5y analysis · Full analysis span regression · 6 months rolling