+48.9%
CIEN vs MCO
+9.9%
+39.0%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +4.9% | -14.2% | -5.7% |
| 7D | -25.0% | +10.7% | -35.7% | -19.0% |
| 30D | -30.1% | +17.9% | -48.0% | -21.3% |
| 3M | -33.8% | +9.5% | -43.2% | -28.4% |
| 6M | -49.4% | +18.1% | -67.5% | -42.6% |
| YTD | +16.4% | +4.1% | +12.3% | +29.3% |
| 1Y | +48.9% | +9.3% | +39.5% | +67.3% |
| All | +48.9% | +9.9% | +39.0% | +67.3% |
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