+359.9%
CSCO vs MDT
+40.9%
+319.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -1.1% | -1.6% | +0.5% | -0.4% |
| 30D | -10.8% | +1.0% | -11.8% | -11.3% |
| 3M | -9.2% | +15.2% | -24.4% | -15.1% |
| 6M | +39.5% | +3.7% | +35.9% | +36.2% |
| YTD | +41.5% | -3.0% | +44.5% | +41.8% |
| 1Y | +61.0% | +2.5% | +58.5% | +56.8% |
| 3Y | +105.2% | +26.5% | +78.8% | +78.0% |
| 5Y | +113.4% | -18.3% | +131.7% | +127.7% |
| All | +359.9% | +40.9% | +319.0% | +270.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling