+93.0%
CSCO vs MP
+104.2%
-11.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -6.0% | -1.6% | -7.2% |
| 7D | -11.9% | -19.0% | +7.1% | -10.6% |
| 30D | -18.8% | -30.5% | +11.6% | -17.0% |
| 3M | -21.2% | -29.6% | +8.4% | -19.6% |
| 6M | +1.9% | -50.4% | +52.3% | +5.7% |
| YTD | +26.1% | -33.2% | +59.3% | +28.2% |
| 1Y | +34.7% | -38.6% | +73.3% | +37.3% |
| All | +93.0% | +104.2% | -11.2% | +67.0% |
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 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