+115.8%
MRVL vs CSCO
+98.2%
+17.5%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +5.1% | +4.4% | +3.9% |
| 7D | -9.8% | -2.9% | -6.9% | -6.0% |
| 30D | -43.8% | -16.7% | -27.2% | -30.4% |
| 3M | -29.3% | -18.4% | -10.9% | -11.5% |
| 6M | -9.1% | +2.9% | -12.0% | -8.9% |
| YTD | +82.2% | +30.4% | +51.8% | +38.3% |
| 1Y | +70.3% | +41.4% | +28.9% | +17.5% |
| 3Y | +197.0% | +104.7% | +92.3% | +36.7% |
| 5Y | +115.8% | +96.9% | +18.8% | +3.7% |
| All | +115.8% | +98.2% | +17.5% | +3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling