+69.1%
CSCO vs MKTX
-10.6%
+79.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.1% | +4.4% | +4.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -9.5% | +0.7% | -10.2% | -9.5% |
| 3M | -7.6% | +40.8% | -48.4% | -6.0% |
| 6M | +44.9% | -8.0% | +52.9% | +47.5% |
| YTD | +47.7% | -8.7% | +56.4% | +50.5% |
| 1Y | +69.1% | -11.8% | +80.9% | +71.3% |
| All | +69.1% | -10.6% | +79.6% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 1y: compounded portfolio wealth divided by compounded MKTX 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…
1y analysis · Full analysis span regression · 6 months rolling