+103.6%
CSCO vs MKC
-35.7%
+139.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.6% |
| 7D | -2.8% | -7.0% | +4.3% | -2.0% |
| 30D | -12.6% | +4.1% | -16.7% | -13.1% |
| 3M | -16.0% | -10.3% | -5.7% | -15.0% |
| 6M | +2.8% | +1.7% | +1.1% | +1.9% |
| YTD | +33.2% | -29.1% | +62.3% | +39.6% |
| 1Y | +43.1% | -26.0% | +69.1% | +48.6% |
| 3Y | +106.7% | -21.5% | +128.1% | +108.6% |
| 5Y | +103.6% | -35.0% | +138.6% | +114.0% |
| All | +103.6% | -35.7% | +139.3% | +114.0% |
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