+69.1%
CSCO vs MULL
+1,810.7%
-1,741.6%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -1.2% | +5.5% | +4.4% |
| 7D | +2.7% | -8.4% | +11.1% | +3.1% |
| 30D | -9.5% | +9.7% | -19.2% | -10.1% |
| 3M | -7.6% | -26.8% | +19.1% | -7.9% |
| 6M | +44.9% | +220.7% | -175.8% | +32.8% |
| YTD | +47.7% | +509.0% | -461.4% | +30.0% |
| 1Y | +69.1% | +1,739.5% | -1,670.4% | +39.9% |
| All | +69.1% | +1,810.7% | -1,741.6% | +39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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