+82.7%
MRVL vs CSCO
+42.8%
+39.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +0.6% | -7.7% | -7.7% |
| 7D | -36.5% | -6.1% | -30.4% | -32.3% |
| 30D | -41.1% | -8.2% | -32.9% | -35.8% |
| 3M | -26.9% | -14.6% | -12.3% | -16.2% |
| 6M | -2.3% | +12.7% | -15.0% | -0.4% |
| YTD | +88.4% | +37.0% | +51.4% | +70.8% |
| 1Y | +82.7% | +45.9% | +36.8% | +61.3% |
| All | +82.7% | +42.8% | +39.9% | +61.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSCO.
Daily Out/Under-Performance
Portfolio return minus CSCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSCO 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 CSCO 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