+4,407.5%
MU vs CSCO
+307.7%
+4,099.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | +2.4% |
| 7D | +12.8% | +1.9% | +10.9% | +11.2% |
| 30D | -14.9% | -15.8% | +1.0% | -1.6% |
| 3M | -18.0% | -15.4% | -2.7% | -6.3% |
| 6M | -3.1% | -5.4% | +2.3% | -0.7% |
| YTD | +172.9% | +26.5% | +146.4% | +117.6% |
| 1Y | +228.8% | +25.9% | +203.0% | +164.8% |
| 3Y | +950.8% | +97.5% | +853.3% | +488.0% |
| 5Y | +931.3% | +93.0% | +838.2% | +479.1% |
| All | +4,407.5% | +307.7% | +4,099.8% | +1,456.0% |
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