+319.3%
CSCO vs MTB
+120.2%
+199.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.4% | -0.2% |
| 7D | -4.7% | -0.7% | -4.0% | -4.4% |
| 30D | -17.1% | +1.4% | -18.5% | -17.5% |
| 3M | -19.6% | -11.6% | -8.0% | -16.4% |
| 6M | +2.4% | +5.4% | -3.0% | +0.5% |
| YTD | +29.8% | +11.7% | +18.0% | +24.7% |
| 1Y | +38.7% | +20.5% | +18.1% | +29.9% |
| 3Y | +101.3% | +104.5% | -3.2% | +56.8% |
| 5Y | +94.8% | +65.1% | +29.8% | +58.1% |
| All | +319.3% | +120.2% | +199.2% | +225.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling