+304.8%
CSCO vs MLM
+185.4%
+119.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.8% | -0.1% | -1.4% |
| 7D | -10.2% | -4.1% | -6.1% | -9.1% |
| 30D | -20.1% | +8.2% | -28.2% | -22.0% |
| 3M | -22.4% | -3.6% | -18.8% | -21.8% |
| 6M | +2.8% | -15.6% | +18.4% | +7.0% |
| YTD | +23.6% | -16.4% | +40.0% | +28.6% |
| 1Y | +34.0% | -14.3% | +48.4% | +38.3% |
| 3Y | +89.3% | +19.3% | +69.9% | +74.1% |
| 5Y | +87.9% | +29.6% | +58.3% | +65.2% |
| All | +304.8% | +185.4% | +119.4% | +172.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling