+114.0%
CSCO vs MDT
-19.6%
+133.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-08 to 2026-09-08.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.9% | +0.5% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | +6.0% | -16.1% | -11.5% |
| 3M | -11.7% | +15.5% | -27.3% | -15.4% |
| 6M | +40.1% | +3.4% | +36.7% | +38.7% |
| YTD | +43.8% | -2.2% | +46.0% | +44.6% |
| 1Y | +66.6% | +2.6% | +64.0% | +64.5% |
| 3Y | +108.5% | +27.5% | +81.0% | +89.6% |
| 5Y | +114.0% | -20.1% | +134.0% | +126.3% |
| All | +114.0% | -19.6% | +133.6% | +126.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 2021-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MDT 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…
2021-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling