+189.8%
MU vs CSCO
+32.8%
+157.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.0% | +7.1% | +6.3% |
| 7D | -22.0% | -10.2% | -11.8% | -16.1% |
| 30D | -36.6% | -20.1% | -16.5% | -27.5% |
| 3M | -21.7% | -22.4% | +0.7% | -9.8% |
| 6M | +3.5% | +2.8% | +0.7% | +4.8% |
| YTD | +141.9% | +23.6% | +118.3% | +112.9% |
| 1Y | +189.8% | +34.0% | +155.8% | +138.0% |
| All | +189.8% | +32.8% | +157.1% | +138.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling