+3,971.9%
MU vs CSCO
+307.9%
+3,664.1%
-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% | -22.4% | +0.7% | -4.9% |
| 6M | +3.5% | +2.8% | +0.7% | -0.5% |
| YTD | +141.9% | +23.6% | +118.3% | +96.4% |
| 1Y | +189.8% | +34.0% | +155.8% | +120.7% |
| 3Y | +855.4% | +89.3% | +766.1% | +452.8% |
| 5Y | +869.2% | +87.9% | +781.3% | +455.6% |
| All | +3,971.9% | +307.9% | +3,664.1% | +1,291.9% |
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 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