+38.7%
CSCO vs MPC
+104.9%
-66.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -8.8% | +4.2% | -3.6% |
| 30D | -17.1% | -14.4% | -2.7% | -15.4% |
| 3M | -19.6% | +21.9% | -41.6% | -22.9% |
| 6M | +2.4% | +60.1% | -57.7% | -7.2% |
| YTD | +29.8% | +142.3% | -112.5% | +13.0% |
| 1Y | +38.7% | +101.7% | -63.0% | +23.2% |
| All | +38.7% | +104.9% | -66.2% | +23.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling