+4,014.6%
MU vs CSCO
+305.1%
+3,709.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +6.7% |
| 7D | -22.0% | -10.2% | -11.8% | -14.4% |
| 30D | -36.6% | -20.1% | -16.5% | -23.7% |
| 3M | -21.7% | -22.1% | +0.4% | -5.2% |
| 6M | +3.5% | +3.2% | +0.4% | -0.8% |
| YTD | +141.9% | +24.1% | +117.8% | +95.7% |
| 1Y | +189.8% | +34.6% | +155.3% | +120.0% |
| 3Y | +855.4% | +90.0% | +765.4% | +450.8% |
| 5Y | +869.2% | +88.6% | +780.6% | +453.6% |
| All | +4,014.6% | +305.1% | +3,709.5% | +1,328.6% |
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