+324.2%
CSCO vs MDT
+58.3%
+265.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | -4.7% | +2.7% | -7.4% | -5.8% |
| 30D | -17.1% | +14.8% | -31.9% | -21.9% |
| 3M | -19.6% | +14.6% | -34.2% | -24.5% |
| 6M | +2.4% | +35.7% | -33.3% | -11.3% |
| YTD | +29.8% | +8.5% | +21.3% | +23.7% |
| 1Y | +38.7% | +13.3% | +25.4% | +29.3% |
| 3Y | +101.3% | +58.6% | +42.8% | +57.1% |
| 5Y | +94.8% | -2.6% | +97.4% | +91.2% |
| 10Y | +324.2% | +60.0% | +264.2% | +217.7% |
| All | +324.2% | +58.3% | +265.9% | +217.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling