+102.7%
CSCO vs MPC
+184.9%
-82.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.5% |
| 7D | -4.7% | -8.8% | +4.2% | -3.1% |
| 30D | -17.1% | -14.4% | -2.7% | -14.8% |
| 3M | -19.6% | +21.9% | -41.6% | -23.4% |
| 6M | +2.4% | +60.1% | -57.7% | -8.2% |
| YTD | +29.8% | +142.3% | -112.5% | +6.3% |
| 1Y | +38.7% | +101.7% | -63.0% | +18.0% |
| All | +102.7% | +184.9% | -82.2% | +46.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling