+174.5%
CIEN vs MCO
+0.4%
+174.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.1% | +3.2% | 0.0% |
| 7D | -15.2% | -4.2% | -11.0% | -16.8% |
| 30D | -21.5% | +2.2% | -23.7% | -20.3% |
| 3M | -40.1% | +10.1% | -50.2% | -36.9% |
| 6M | -6.6% | +5.3% | -11.8% | -1.9% |
| YTD | +37.3% | -2.7% | +40.0% | +42.6% |
| 1Y | +174.5% | -0.4% | +174.9% | +188.1% |
| All | +174.5% | +0.4% | +174.2% | +188.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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