+88.1%
CSCO vs MPC
+527.1%
-439.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.7% |
| 7D | -10.2% | -16.2% | +6.0% | -7.0% |
| 30D | -20.1% | -15.7% | -4.3% | -17.5% |
| 3M | -22.4% | +24.9% | -47.3% | -26.5% |
| 6M | +2.8% | +52.7% | -49.9% | -7.0% |
| YTD | +23.6% | +131.9% | -108.2% | +2.0% |
| 1Y | +34.0% | +96.6% | -62.6% | +14.4% |
| 3Y | +89.3% | +163.8% | -74.5% | +47.0% |
| All | +88.1% | +527.1% | -439.0% | +16.2% |
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 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