+63.9%
CSCO vs MTB
+23.4%
+40.6%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.1% |
| 30D | -10.1% | -4.2% | -5.9% | -9.1% |
| 3M | -15.7% | +8.9% | -24.6% | -17.9% |
| 6M | +36.3% | +10.9% | +25.4% | +31.4% |
| YTD | +43.8% | +21.5% | +22.3% | +37.3% |
| 1Y | +63.9% | +21.9% | +42.0% | +53.6% |
| All | +63.9% | +23.4% | +40.6% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling