+189.2%
CSCO vs MP
+450.8%
-261.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.5% |
| 7D | -0.7% | -2.9% | +2.2% | -0.5% |
| 30D | -10.1% | +13.8% | -23.9% | -11.0% |
| 3M | -15.7% | -16.7% | +1.0% | -15.0% |
| 6M | +36.3% | -11.5% | +47.8% | +36.3% |
| YTD | +43.8% | +7.9% | +35.9% | +41.8% |
| 1Y | +63.9% | -15.0% | +79.0% | +62.8% |
| 3Y | +104.4% | +153.5% | -49.2% | +81.7% |
| 5Y | +111.4% | +58.7% | +52.7% | +91.6% |
| All | +189.2% | +450.8% | -261.6% | +142.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling