+515.9%
CIEN vs MCO
+26.6%
+489.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -0.5% |
| 7D | +5.4% | -7.3% | +12.7% | +8.3% |
| 30D | -13.7% | -1.7% | -12.0% | -13.5% |
| 3M | -23.0% | +3.9% | -26.9% | -25.8% |
| 6M | -0.8% | +3.8% | -4.6% | -5.2% |
| YTD | +43.1% | -7.9% | +51.0% | +43.4% |
| 1Y | +157.6% | -6.8% | +164.5% | +154.9% |
| 3Y | +593.8% | +40.9% | +552.9% | +434.8% |
| All | +515.9% | +26.6% | +489.3% | +357.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling