+149.5%
CSCO vs MP
+257.7%
-108.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.3% |
| 7D | -10.2% | -10.5% | +0.3% | -9.5% |
| 30D | -20.1% | -23.5% | +3.5% | -18.7% |
| 3M | -22.1% | -25.4% | +3.4% | -20.7% |
| 6M | +3.2% | -51.3% | +54.5% | +7.5% |
| YTD | +24.1% | -29.9% | +54.0% | +25.7% |
| 1Y | +34.6% | -31.8% | +66.4% | +36.3% |
| 3Y | +90.0% | +127.0% | -37.0% | +70.0% |
| 5Y | +88.6% | -3.3% | +91.9% | +76.1% |
| All | +149.5% | +257.7% | -108.2% | +115.3% |
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