+1,224.2%
MRVL vs CSCO
+318.7%
+905.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.3% |
| 7D | -10.2% | -4.7% | -5.5% | -5.5% |
| 30D | -43.9% | -17.1% | -26.8% | -32.5% |
| 3M | -26.0% | -19.6% | -6.3% | -9.2% |
| 6M | -9.2% | +2.4% | -11.6% | -8.2% |
| YTD | +82.0% | +29.8% | +52.2% | +47.5% |
| 1Y | +65.9% | +38.7% | +27.2% | +26.5% |
| 3Y | +185.0% | +101.3% | +83.7% | +59.7% |
| 5Y | +121.5% | +94.8% | +26.6% | +28.6% |
| 10Y | +1,224.2% | +324.2% | +900.0% | +358.7% |
| All | +1,224.2% | +318.7% | +905.5% | +358.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling