+5,778.3%
MU vs CSCO
+363.1%
+5,415.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | +7.2% | -0.5% | +7.7% | +7.6% |
| 30D | +14.0% | -10.1% | +24.1% | +23.0% |
| 3M | +5.4% | -11.7% | +17.1% | +16.1% |
| 6M | +170.3% | +40.1% | +130.2% | +101.6% |
| YTD | +250.7% | +43.8% | +206.9% | +151.9% |
| 1Y | +662.1% | +66.6% | +595.5% | +385.8% |
| 3Y | +1,341.2% | +108.5% | +1,232.7% | +669.9% |
| 5Y | +1,319.3% | +114.0% | +1,205.4% | +630.9% |
| 10Y | +5,778.3% | +366.8% | +5,411.5% | +1,583.3% |
| All | +5,778.3% | +363.1% | +5,415.2% | +1,583.3% |
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