+98.3%
CSCO vs MTB
+65.3%
+33.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -17.4% |
| 3M | -19.6% | -11.6% | -8.0% | -16.7% |
| 6M | +2.4% | +5.4% | -3.0% | +0.6% |
| YTD | +29.8% | +11.7% | +18.0% | +25.2% |
| 1Y | +38.7% | +20.5% | +18.1% | +30.7% |
| 3Y | +101.3% | +104.5% | -3.2% | +62.3% |
| All | +98.3% | +65.3% | +33.0% | +68.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling