+113.3%
CSCO vs MPC
+645.9%
-532.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.7% | +5.4% | -6.1% | -1.8% |
| 30D | -10.1% | +31.0% | -41.1% | -15.2% |
| 3M | -15.7% | +46.0% | -61.7% | -22.4% |
| 6M | +36.3% | +77.3% | -41.0% | +19.9% |
| YTD | +43.8% | +141.9% | -98.1% | +18.5% |
| 1Y | +63.9% | +120.9% | -57.0% | +37.3% |
| 3Y | +104.4% | +182.7% | -78.3% | +57.7% |
| All | +113.3% | +645.9% | -532.6% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling