+6,644.7%
CSCO vs MDY
+2,597.3%
+4,047.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +2.4% |
| 7D | +6.6% | +3.0% | +3.5% | +3.4% |
| 30D | -11.3% | +0.8% | -12.2% | -11.9% |
| 3M | -17.3% | -5.1% | -12.2% | -12.7% |
| 6M | +3.5% | +1.2% | +2.4% | +2.5% |
| YTD | +34.9% | +12.5% | +22.4% | +19.6% |
| 1Y | +40.5% | +13.8% | +26.7% | +22.9% |
| 3Y | +109.3% | +56.4% | +52.8% | +28.6% |
| 5Y | +105.9% | +35.3% | +70.6% | +42.0% |
| 10Y | +335.8% | +167.7% | +168.1% | +33.4% |
| All | +6,644.7% | +2,597.3% | +4,047.3% | -26.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling