+99.1%
CSCO vs MUU
+1,403.4%
-1,304.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.3% | +4.5% | +1.5% |
| 7D | +6.6% | +43.7% | -37.1% | +3.6% |
| 30D | -11.3% | -37.2% | +25.9% | -9.4% |
| 3M | -17.3% | -36.1% | +18.8% | -16.2% |
| 6M | +3.5% | -35.7% | +39.3% | +1.1% |
| YTD | +34.9% | +264.0% | -229.1% | +10.8% |
| 1Y | +40.5% | +359.1% | -318.6% | +11.8% |
| All | +99.1% | +1,403.4% | -1,304.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MUU.
Daily Out/Under-Performance
Portfolio return minus MUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUU 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 MUU 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