+7,224.7%
CSCO vs MLM
+3,039.4%
+4,185.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.2% | -2.5% | -6.0% |
| 7D | -11.9% | -1.2% | -10.6% | -11.5% |
| 30D | -18.8% | +7.9% | -26.8% | -21.0% |
| 3M | -21.2% | -4.5% | -16.8% | -20.4% |
| 6M | +1.9% | -12.6% | +14.5% | +5.2% |
| YTD | +26.1% | -14.9% | +40.9% | +30.7% |
| 1Y | +34.7% | -13.1% | +47.8% | +38.6% |
| 3Y | +94.0% | +21.2% | +72.8% | +77.3% |
| 5Y | +91.6% | +32.0% | +59.6% | +67.5% |
| 10Y | +323.2% | +195.3% | +127.8% | +165.9% |
| All | +7,224.7% | +3,039.4% | +4,185.2% | +2,092.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling