+86.6%
CSCO vs MUU
+1,324.6%
-1,238.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -5.2% | -1.0% | -5.9% |
| 7D | +1.9% | +24.7% | -22.8% | +0.1% |
| 30D | -15.8% | -35.1% | +19.3% | -14.1% |
| 3M | -15.4% | -44.3% | +28.9% | -13.3% |
| 6M | -5.4% | -44.4% | +39.0% | -6.5% |
| YTD | +26.5% | +244.9% | -218.5% | +4.3% |
| 1Y | +25.9% | +365.6% | -339.7% | 0.0% |
| All | +86.6% | +1,324.6% | -1,238.0% | +19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling