+1,036.8%
CSCO vs MPC
+2,977.1%
-1,940.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.5% |
| 7D | -0.7% | +5.4% | -6.1% | -1.9% |
| 30D | -10.1% | +31.0% | -41.1% | -15.8% |
| 3M | -15.7% | +46.0% | -61.7% | -23.2% |
| 6M | +36.3% | +77.3% | -41.0% | +18.1% |
| YTD | +43.8% | +141.9% | -98.1% | +15.7% |
| 1Y | +63.9% | +120.9% | -57.0% | +34.3% |
| 3Y | +104.4% | +182.7% | -78.3% | +54.6% |
| 5Y | +111.4% | +646.4% | -535.1% | +23.6% |
| 10Y | +361.7% | +1,138.7% | -777.1% | +120.1% |
| All | +1,036.8% | +2,977.1% | -1,940.3% | +264.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling