+4,271.9%
MU vs CSCO
+325.8%
+3,946.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.1% | +2.2% |
| 7D | -12.0% | -2.9% | -9.1% | -9.3% |
| 30D | -28.7% | -16.7% | -12.1% | -17.0% |
| 3M | -16.4% | -18.4% | +2.0% | -2.4% |
| 6M | -1.8% | +2.9% | -4.7% | -5.9% |
| YTD | +157.1% | +30.4% | +126.6% | +100.0% |
| 1Y | +208.5% | +41.4% | +167.1% | +125.2% |
| 3Y | +906.2% | +104.7% | +801.5% | +447.2% |
| 5Y | +893.4% | +96.9% | +796.5% | +448.6% |
| 10Y | +4,271.9% | +321.5% | +3,950.4% | +1,359.8% |
| All | +4,271.9% | +325.8% | +3,946.0% | +1,359.8% |
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