+377.3%
CSCO vs MTB
+172.8%
+204.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | 0.0% | +1.1% | -1.1% | -0.4% |
| 30D | -10.7% | -4.6% | -6.1% | -9.4% |
| 3M | -8.7% | +6.3% | -15.0% | -10.7% |
| 6M | +44.9% | +15.6% | +29.3% | +37.9% |
| YTD | +44.1% | +20.6% | +23.6% | +35.2% |
| 1Y | +65.9% | +22.5% | +43.3% | +54.4% |
| 3Y | +109.0% | +114.4% | -5.4% | +59.8% |
| 5Y | +114.8% | +101.9% | +12.9% | +62.3% |
| 10Y | +377.3% | +170.4% | +206.9% | +221.9% |
| All | +377.3% | +172.8% | +204.5% | +221.9% |
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