+324.2%
CSCO vs MPC
+1,105.8%
-781.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -8.8% | +4.2% | -2.6% |
| 30D | -17.1% | -14.4% | -2.7% | -14.2% |
| 3M | -19.6% | +21.9% | -41.6% | -23.8% |
| 6M | +2.4% | +60.1% | -57.7% | -9.3% |
| YTD | +29.8% | +142.3% | -112.5% | +3.6% |
| 1Y | +38.7% | +101.7% | -63.0% | +15.5% |
| 3Y | +101.3% | +184.8% | -83.4% | +50.8% |
| 5Y | +94.8% | +564.6% | -469.8% | +15.4% |
| 10Y | +324.2% | +1,098.3% | -774.1% | +113.6% |
| All | +324.2% | +1,105.8% | -781.5% | +113.6% |
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