+45.7%
CSCO vs MDLN
-0.9%
+46.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.2% | +5.2% | -0.2% |
| 7D | -0.5% | -1.2% | +0.7% | -0.5% |
| 30D | -10.1% | -1.5% | -8.6% | -10.1% |
| 3M | -11.7% | +2.6% | -14.4% | -11.4% |
| 6M | +40.1% | -20.9% | +61.0% | +42.3% |
| YTD | +43.8% | -17.4% | +61.2% | +45.3% |
| All | +45.7% | -0.9% | +46.6% | +47.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling