+89.3%
CSCO vs MP
+114.3%
-25.1%
-27.5%
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 | -22.4% | -25.4% | +3.1% | -21.1% |
| 6M | +2.8% | -51.3% | +54.1% | +6.7% |
| YTD | +23.6% | -29.9% | +53.5% | +25.3% |
| 1Y | +34.0% | -31.8% | +65.9% | +35.9% |
| 3Y | +89.3% | +127.0% | -37.7% | +63.2% |
| All | +89.3% | +114.3% | -25.1% | +63.2% |
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