+368.4%
CSCO vs MDY
+177.6%
+190.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +1.0% |
| 7D | 0.0% | -0.8% | +0.7% | +0.5% |
| 30D | -10.7% | -3.9% | -6.9% | -8.2% |
| 3M | -8.7% | 0.0% | -8.7% | -8.7% |
| 6M | +44.9% | +8.5% | +36.4% | +36.5% |
| YTD | +44.1% | +13.2% | +30.9% | +31.7% |
| 1Y | +65.9% | +15.0% | +50.8% | +49.5% |
| 3Y | +109.0% | +49.6% | +59.4% | +53.3% |
| 5Y | +114.8% | +46.0% | +68.7% | +57.9% |
| All | +368.4% | +177.6% | +190.8% | +114.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling