+169.9%
CIEN vs MCK
+3,684.4%
-3,514.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.1% | +4.4% | +4.5% |
| 7D | +8.9% | -2.9% | +11.8% | +9.9% |
| 30D | -19.1% | +0.4% | -19.5% | -19.4% |
| 3M | -21.5% | +12.1% | -33.6% | -25.4% |
| 6M | +2.8% | -5.4% | +8.3% | +2.7% |
| YTD | +49.5% | +7.8% | +41.7% | +42.5% |
| 1Y | +163.8% | +22.9% | +140.9% | +140.1% |
| 3Y | +615.8% | +110.7% | +505.1% | +425.5% |
| 5Y | +548.4% | +346.2% | +202.2% | +260.4% |
| 10Y | +1,513.8% | +440.1% | +1,073.6% | +687.6% |
| All | +169.9% | +3,684.4% | -3,514.5% | -70.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling