+154.3%
CSCO vs MP
+291.5%
-137.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.5% | -9.7% | -6.5% |
| 7D | +1.9% | +9.5% | -7.6% | +1.3% |
| 30D | -15.8% | -3.0% | -12.9% | -15.7% |
| 3M | -15.4% | -30.4% | +15.0% | -13.5% |
| 6M | -5.4% | -39.2% | +33.8% | -2.9% |
| YTD | +26.5% | -23.3% | +49.7% | +27.3% |
| 1Y | +25.9% | -32.6% | +58.5% | +27.6% |
| 3Y | +97.5% | +159.3% | -61.7% | +75.2% |
| 5Y | +93.0% | -16.4% | +109.5% | +80.1% |
| All | +154.3% | +291.5% | -137.2% | +118.0% |
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