+103,613.8%
MU vs CSCO
+230,725.9%
-127,112.1%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.8% |
| 7D | +9.0% | -0.7% | +9.6% | +9.5% |
| 30D | +13.8% | -10.1% | +23.9% | +20.9% |
| 3M | +2.1% | -15.7% | +17.8% | +14.0% |
| 6M | +153.8% | +36.3% | +117.5% | +108.0% |
| YTD | +256.4% | +43.8% | +212.6% | +179.7% |
| 1Y | +719.8% | +63.9% | +655.8% | +495.3% |
| 3Y | +1,360.4% | +104.4% | +1,256.0% | +834.8% |
| 5Y | +1,312.4% | +111.4% | +1,201.1% | +781.4% |
| 10Y | +6,142.6% | +361.7% | +5,780.9% | +2,364.8% |
| All | +103,613.8% | +230,725.9% | -127,112.1% | +3,690.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling