+1,500.5%
CIEN vs MCK
+442.8%
+1,057.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +8.9% | -2.9% | +11.8% | +9.6% |
| 30D | -19.1% | +0.4% | -19.5% | -19.3% |
| 3M | -21.5% | +12.1% | -33.6% | -24.5% |
| 6M | +2.8% | -5.4% | +8.3% | +3.3% |
| YTD | +49.5% | +7.8% | +41.7% | +44.5% |
| 1Y | +163.8% | +22.9% | +140.9% | +145.3% |
| 3Y | +615.8% | +110.7% | +505.1% | +445.7% |
| 5Y | +548.4% | +346.2% | +202.2% | +271.5% |
| All | +1,500.5% | +442.8% | +1,057.6% | +710.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling