+93.5%
CSCO vs MULL
+2,481.0%
-2,387.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | -0.5% | +14.0% | -14.5% | -1.4% |
| 30D | -10.1% | +24.8% | -34.9% | -11.7% |
| 3M | -11.7% | -16.1% | +4.4% | -13.2% |
| 6M | +40.1% | +330.9% | -290.8% | +18.1% |
| YTD | +43.8% | +545.0% | -501.2% | +15.1% |
| 1Y | +66.6% | +2,427.1% | -2,360.5% | +13.8% |
| All | +93.5% | +2,481.0% | -2,387.5% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling