+106.4%
CSCO vs MLM
+15.1%
+91.3%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | -0.7% | -2.9% | +2.2% | 0.0% |
| 30D | -10.1% | -6.8% | -3.3% | -8.8% |
| 3M | -15.7% | -11.2% | -4.5% | -13.8% |
| 6M | +36.3% | -21.8% | +58.1% | +44.0% |
| YTD | +43.8% | -17.0% | +60.8% | +48.9% |
| 1Y | +63.9% | -16.4% | +80.3% | +69.0% |
| All | +106.4% | +15.1% | +91.3% | +97.9% |
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