+308.5%
CSCO vs MKC
+25.8%
+282.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.2% | -7.4% | -6.6% |
| 7D | +1.9% | -3.0% | +4.9% | +2.7% |
| 30D | -15.8% | +4.8% | -20.7% | -17.2% |
| 3M | -15.4% | -12.8% | -2.5% | -12.5% |
| 6M | -5.4% | +5.0% | -10.4% | -8.0% |
| YTD | +26.5% | -29.1% | +55.5% | +37.6% |
| 1Y | +25.9% | -26.4% | +52.3% | +35.1% |
| 3Y | +97.5% | -21.6% | +119.2% | +102.0% |
| 5Y | +93.0% | -35.2% | +128.3% | +108.0% |
| All | +308.5% | +25.8% | +282.7% | +240.6% |
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