+308.5%
CSCO vs MPC
+1,171.2%
-862.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +0.4% | -6.7% | -6.3% |
| 7D | +1.9% | +11.2% | -9.3% | -0.6% |
| 30D | -15.8% | -14.5% | -1.3% | -12.9% |
| 3M | -15.4% | +16.7% | -32.1% | -18.8% |
| 6M | -5.4% | +67.6% | -73.0% | -17.1% |
| YTD | +26.5% | +157.9% | -131.5% | -0.5% |
| 1Y | +25.9% | +116.7% | -90.8% | +3.2% |
| 3Y | +97.5% | +199.8% | -102.2% | +46.2% |
| 5Y | +93.0% | +604.4% | -511.4% | +12.8% |
| All | +308.5% | +1,171.2% | -862.7% | +102.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 10y: compounded portfolio wealth divided by compounded MPC 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…
10y analysis · Full analysis span regression · 6 months rolling