+87.4%
CSCO vs MP
-13.8%
+101.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.9% | -6.9% | -2.4% |
| 7D | -10.2% | -10.5% | +0.3% | -9.4% |
| 30D | -20.1% | -23.5% | +3.5% | -18.3% |
| 3M | -22.1% | -25.4% | +3.4% | -20.4% |
| 6M | +3.2% | -51.3% | +54.5% | +8.5% |
| YTD | +24.1% | -29.9% | +54.0% | +26.1% |
| 1Y | +34.6% | -31.8% | +66.4% | +36.6% |
| 3Y | +90.0% | +127.0% | -37.0% | +61.0% |
| All | +87.4% | -13.8% | +101.1% | +73.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling