+114.8%
CSCO vs MKC
-34.7%
+149.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.3% |
| 7D | 0.0% | -4.3% | +4.3% | +0.6% |
| 30D | -10.7% | -3.1% | -7.6% | -10.4% |
| 3M | -8.7% | +6.8% | -15.6% | -9.9% |
| 6M | +44.9% | -18.3% | +63.2% | +49.5% |
| YTD | +44.1% | -23.1% | +67.2% | +49.9% |
| 1Y | +65.9% | -23.7% | +89.5% | +72.5% |
| 3Y | +109.0% | -31.0% | +140.0% | +122.0% |
| 5Y | +114.8% | -33.5% | +148.3% | +123.1% |
| All | +114.8% | -34.7% | +149.4% | +123.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling