+160.9%
CSCO vs MP
+268.3%
-107.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | -0.3% |
| 7D | -4.7% | -3.6% | -1.1% | -4.5% |
| 30D | -17.1% | -21.0% | +3.9% | -15.8% |
| 3M | -19.6% | -33.3% | +13.7% | -17.6% |
| 6M | +2.4% | -45.9% | +48.3% | +6.0% |
| YTD | +29.8% | -27.8% | +57.6% | +31.3% |
| 1Y | +38.7% | -43.2% | +81.9% | +42.0% |
| 3Y | +101.3% | +144.0% | -42.7% | +79.3% |
| 5Y | +94.8% | -6.1% | +100.9% | +81.9% |
| All | +160.9% | +268.3% | -107.3% | +124.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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