+94.7%
CSCO vs MP
+125.4%
-30.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.3% |
| 7D | -10.2% | -10.5% | +0.3% | -9.6% |
| 30D | -20.1% | -23.5% | +3.5% | -18.7% |
| 3M | -22.1% | -25.4% | +3.4% | -20.8% |
| 6M | +3.2% | -51.3% | +54.5% | +7.1% |
| YTD | +24.1% | -29.9% | +54.0% | +25.8% |
| 1Y | +34.6% | -31.8% | +66.4% | +36.4% |
| All | +94.7% | +125.4% | -30.7% | +66.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling