+113.4%
CSCO vs MKTX
-60.6%
+174.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -10.8% | +0.8% | -11.6% | -10.9% |
| 3M | -9.2% | +41.1% | -50.4% | -12.5% |
| 6M | +39.5% | -9.5% | +49.1% | +41.5% |
| YTD | +41.5% | -8.7% | +50.2% | +43.2% |
| 1Y | +61.0% | -10.0% | +70.9% | +63.0% |
| 3Y | +105.2% | -24.6% | +129.8% | +108.5% |
| 5Y | +113.4% | -60.3% | +173.7% | +146.9% |
| All | +113.4% | -60.6% | +174.0% | +146.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling