+174.5%
CIEN vs MCK
+32.0%
+142.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +0.9% |
| 7D | -15.2% | +1.7% | -16.9% | -14.9% |
| 30D | -21.5% | +3.6% | -25.1% | -20.9% |
| 3M | -40.1% | +20.1% | -60.2% | -39.6% |
| 6M | -6.6% | -7.0% | +0.5% | +2.0% |
| YTD | +37.3% | +11.0% | +26.2% | +44.9% |
| 1Y | +174.5% | +31.8% | +142.7% | +189.6% |
| All | +174.5% | +32.0% | +142.5% | +189.6% |
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