+520.6%
CIEN vs MDLZ
+18.0%
+502.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | +5.4% | +1.7% | +3.7% | +5.4% |
| 30D | -13.7% | +1.1% | -14.8% | -13.7% |
| 3M | -23.0% | -1.8% | -21.2% | -22.7% |
| 6M | -0.8% | +12.3% | -13.1% | -1.9% |
| YTD | +43.1% | +18.0% | +25.0% | +41.2% |
| 1Y | +157.6% | +3.8% | +153.8% | +158.6% |
| 3Y | +593.8% | -2.4% | +596.2% | +593.2% |
| 5Y | +520.6% | +18.4% | +502.2% | +415.9% |
| All | +520.6% | +18.0% | +502.5% | +415.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDLZ.
Daily Out/Under-Performance
Portfolio return minus MDLZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDLZ 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 MDLZ 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