+308.5%
CSCO vs MDY
+165.3%
+143.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.1% | -6.1% | -6.2% |
| 7D | +1.9% | +2.3% | -0.4% | +0.3% |
| 30D | -15.8% | +2.0% | -17.8% | -16.9% |
| 3M | -15.4% | -5.6% | -9.7% | -11.6% |
| 6M | -5.4% | +1.3% | -6.7% | -6.0% |
| YTD | +26.5% | +12.3% | +14.1% | +16.4% |
| 1Y | +25.9% | +15.8% | +10.1% | +13.3% |
| 3Y | +97.5% | +56.5% | +41.0% | +40.5% |
| 5Y | +93.0% | +35.1% | +57.9% | +51.1% |
| All | +308.5% | +165.3% | +143.2% | +98.0% |
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