+104.7%
CSCO vs MLM
+18.8%
+85.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +2.5% | +2.6% | +4.6% |
| 7D | -2.9% | -3.8% | +0.9% | -2.0% |
| 30D | -16.7% | +11.0% | -27.7% | -18.5% |
| 3M | -18.4% | -3.1% | -15.4% | -17.9% |
| 6M | +2.9% | -9.8% | +12.7% | +5.0% |
| YTD | +30.4% | -14.4% | +44.8% | +34.3% |
| 1Y | +41.4% | -12.6% | +53.9% | +44.5% |
| 3Y | +104.7% | +19.7% | +84.9% | +93.9% |
| All | +104.7% | +18.8% | +85.8% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling