+96.9%
CSCO vs MDT
-2.0%
+99.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.0% | +4.1% | +4.9% |
| 7D | -2.9% | +3.5% | -6.4% | -3.7% |
| 30D | -16.7% | +16.2% | -32.8% | -19.7% |
| 3M | -18.4% | +18.9% | -37.3% | -22.0% |
| 6M | +2.9% | +37.3% | -34.4% | -5.9% |
| YTD | +30.4% | +9.7% | +20.7% | +27.4% |
| 1Y | +41.4% | +15.2% | +26.2% | +35.7% |
| 3Y | +104.7% | +61.8% | +42.9% | +73.4% |
| 5Y | +96.9% | -1.4% | +98.3% | +93.5% |
| All | +96.9% | -2.0% | +99.0% | +93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling