+1,743.1%
MRVL vs CSCO
+180.1%
+1,563.0%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +0.5% | +6.5% | +6.6% |
| 7D | +3.2% | -0.7% | +3.9% | +3.7% |
| 30D | +5.9% | -10.1% | +16.1% | +13.9% |
| 3M | -29.3% | -15.7% | -13.6% | -18.9% |
| 6M | +186.5% | +36.3% | +150.2% | +131.0% |
| YTD | +163.4% | +43.8% | +119.6% | +102.5% |
| 1Y | +249.5% | +63.9% | +185.6% | +143.6% |
| 3Y | +289.4% | +104.4% | +185.0% | +136.0% |
| 5Y | +270.2% | +111.4% | +158.9% | +123.9% |
| 10Y | +1,748.8% | +361.7% | +1,387.2% | +532.4% |
| All | +1,743.1% | +180.1% | +1,563.0% | +418.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling