+359.9%
CSCO vs MDY
+175.0%
+184.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.1% |
| 7D | -1.1% | -2.5% | +1.4% | +0.8% |
| 30D | -10.8% | -5.0% | -5.7% | -7.4% |
| 3M | -9.2% | +0.5% | -9.7% | -9.5% |
| 6M | +39.5% | +8.0% | +31.5% | +31.9% |
| YTD | +41.5% | +12.2% | +29.4% | +30.2% |
| 1Y | +61.0% | +14.0% | +47.0% | +46.0% |
| 3Y | +105.2% | +48.2% | +57.0% | +51.5% |
| 5Y | +113.4% | +46.1% | +67.4% | +56.8% |
| All | +359.9% | +175.0% | +184.9% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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