+114.8%
CSCO vs MDY
+45.8%
+68.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.9% |
| 7D | 0.0% | -0.8% | +0.7% | +0.5% |
| 30D | -10.7% | -3.9% | -6.9% | -8.4% |
| 3M | -8.7% | 0.0% | -8.7% | -8.7% |
| 6M | +44.9% | +8.5% | +36.4% | +37.4% |
| YTD | +44.1% | +13.2% | +30.9% | +33.1% |
| 1Y | +65.9% | +15.0% | +50.8% | +51.4% |
| 3Y | +109.0% | +49.6% | +59.4% | +59.3% |
| 5Y | +114.8% | +46.0% | +68.7% | +61.7% |
| All | +114.8% | +45.8% | +68.9% | +61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling