+103.6%
CSCO vs MPC
+586.3%
-482.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.4% | -0.8% | +2.0% |
| 7D | -2.8% | +2.6% | -5.3% | -3.2% |
| 30D | -12.6% | -12.2% | -0.4% | -10.5% |
| 3M | -16.0% | +20.1% | -36.1% | -19.6% |
| 6M | +2.8% | +60.6% | -57.8% | -7.9% |
| YTD | +33.2% | +150.6% | -117.4% | +8.1% |
| 1Y | +43.1% | +104.7% | -61.5% | +21.2% |
| 3Y | +106.7% | +194.5% | -87.8% | +56.8% |
| 5Y | +103.6% | +582.3% | -478.7% | +23.3% |
| All | +103.6% | +586.3% | -482.8% | +23.3% |
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