+189.8%
MU vs CSCO
+40.0%
+149.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +5.1% | +1.1% | +3.1% |
| 7D | -12.0% | -2.9% | -9.1% | -9.7% |
| 30D | -28.7% | -16.7% | -12.1% | -20.8% |
| 3M | -16.4% | -18.4% | +2.0% | -6.7% |
| 6M | -1.8% | +2.9% | -4.7% | -0.9% |
| YTD | +157.1% | +30.4% | +126.6% | +120.6% |
| All | +189.8% | +40.0% | +149.8% | +135.6% |
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