+65.9%
MRVL vs CSCO
+39.3%
+26.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.4% |
| 7D | -10.2% | -4.7% | -5.5% | -5.1% |
| 30D | -43.9% | -17.1% | -26.8% | -32.3% |
| 3M | -26.0% | -19.6% | -6.3% | -9.0% |
| 6M | -9.2% | +2.4% | -11.6% | +0.8% |
| YTD | +82.0% | +29.8% | +52.2% | +74.7% |
| 1Y | +65.9% | +38.7% | +27.2% | +55.4% |
| All | +65.9% | +39.3% | +26.6% | +55.4% |
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