+938.2%
MU vs CSCO
+92.6%
+845.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.2% | +3.7% | +2.3% |
| 7D | +12.8% | +1.9% | +10.9% | +11.2% |
| 30D | -14.9% | -15.8% | +1.0% | -2.3% |
| 3M | -18.0% | -15.4% | -2.7% | -6.8% |
| 6M | -3.1% | -5.4% | +2.3% | -0.6% |
| YTD | +172.9% | +26.5% | +146.4% | +118.0% |
| 1Y | +228.8% | +25.9% | +203.0% | +165.3% |
| 3Y | +950.8% | +97.5% | +853.3% | +498.2% |
| All | +938.2% | +92.6% | +845.6% | +506.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling