+220,352.3%
CSCO vs MTB
+8,390.9%
+211,961.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -0.7% | +1.7% | -2.4% | -1.3% |
| 30D | -10.1% | -4.2% | -5.9% | -8.8% |
| 3M | -15.7% | +8.9% | -24.6% | -18.4% |
| 6M | +36.3% | +10.9% | +25.4% | +30.8% |
| YTD | +43.8% | +21.5% | +22.3% | +33.4% |
| 1Y | +63.9% | +21.9% | +42.0% | +51.5% |
| 3Y | +104.4% | +109.2% | -4.9% | +51.7% |
| 5Y | +111.4% | +102.0% | +9.4% | +53.2% |
| 10Y | +361.7% | +171.9% | +189.7% | +175.6% |
| All | +220,352.3% | +8,390.9% | +211,961.3% | +44,481.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling