+204,102.2%
CSCO vs MKC
+3,783.3%
+200,318.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.5% |
| 7D | -2.8% | -7.0% | +4.3% | -0.6% |
| 30D | -12.6% | +4.1% | -16.7% | -14.0% |
| 3M | -16.0% | -10.3% | -5.7% | -13.8% |
| 6M | +2.8% | +1.7% | +1.1% | +0.9% |
| YTD | +33.2% | -29.1% | +62.3% | +45.0% |
| 1Y | +43.1% | -26.0% | +69.1% | +53.4% |
| 3Y | +106.7% | -21.5% | +128.1% | +113.3% |
| 5Y | +103.6% | -35.0% | +138.6% | +120.2% |
| 10Y | +330.5% | +25.6% | +304.9% | +268.5% |
| All | +204,102.2% | +3,783.3% | +200,318.9% | +64,780.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling