+368.4%
CSCO vs MKC
+30.3%
+338.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | 0.0% | -4.3% | +4.3% | +1.2% |
| 30D | -10.7% | -3.1% | -7.6% | -10.1% |
| 3M | -8.7% | +6.8% | -15.6% | -11.1% |
| 6M | +44.9% | -18.3% | +63.2% | +52.8% |
| YTD | +44.1% | -23.1% | +67.2% | +54.0% |
| 1Y | +65.9% | -23.7% | +89.5% | +77.1% |
| 3Y | +109.0% | -31.0% | +140.0% | +127.6% |
| 5Y | +114.8% | -33.5% | +148.3% | +132.9% |
| All | +368.4% | +30.3% | +338.1% | +290.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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