+752.6%
CSCO vs MKTX
+1,445.7%
-693.0%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -10.1% | +1.0% | -11.1% | -10.3% |
| 3M | -11.7% | +41.3% | -53.0% | -19.0% |
| 6M | +40.1% | -11.3% | +51.4% | +41.9% |
| YTD | +43.8% | -8.6% | +52.3% | +44.4% |
| 1Y | +66.6% | -11.1% | +77.7% | +67.9% |
| 3Y | +108.5% | -24.5% | +133.0% | +111.8% |
| 5Y | +114.0% | -61.4% | +175.4% | +147.5% |
| 10Y | +366.8% | +6.8% | +360.0% | +307.6% |
| All | +752.6% | +1,445.7% | -693.0% | +222.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling