+113.3%
CSCO vs MLM
+41.9%
+71.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.2% |
| 7D | -0.7% | -2.9% | +2.2% | +0.2% |
| 30D | -10.1% | -6.8% | -3.3% | -8.3% |
| 3M | -15.7% | -11.2% | -4.5% | -13.2% |
| 6M | +36.3% | -21.8% | +58.1% | +46.0% |
| YTD | +43.8% | -17.0% | +60.8% | +50.4% |
| 1Y | +63.9% | -16.4% | +80.3% | +70.6% |
| 3Y | +104.4% | +14.5% | +89.9% | +86.3% |
| All | +113.3% | +41.9% | +71.4% | +74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling