+34.0%
CSCO vs MP
-37.2%
+71.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.5% |
| 7D | -10.2% | -10.5% | +0.3% | -9.0% |
| 30D | -20.1% | -23.5% | +3.5% | -17.6% |
| 3M | -22.4% | -25.4% | +3.1% | -20.1% |
| 6M | +2.8% | -51.3% | +54.1% | +9.8% |
| YTD | +23.6% | -29.9% | +53.5% | +26.3% |
| 1Y | +34.0% | -31.8% | +65.9% | +37.0% |
| All | +34.0% | -37.2% | +71.2% | +37.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling