+48.9%
CIEN vs MCK
+31.3%
+17.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +7.0% | -16.3% | -7.0% |
| 7D | -25.0% | +11.3% | -36.4% | -22.3% |
| 30D | -30.1% | +16.8% | -47.0% | -26.9% |
| 3M | -33.8% | +28.9% | -62.7% | -29.6% |
| 6M | -49.4% | +32.7% | -82.1% | -45.5% |
| YTD | +16.4% | +30.8% | -14.4% | +30.1% |
| 1Y | +48.9% | +27.6% | +21.3% | +68.6% |
| All | +48.9% | +31.3% | +17.6% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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