-0.9%
CIEN vs MDLZ
+460.1%
-460.9%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDLZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.2% | -1.5% |
| 7D | -4.6% | 0.0% | -4.5% | -4.5% |
| 30D | -12.8% | +1.4% | -14.3% | -13.5% |
| 3M | -23.1% | 0.0% | -23.1% | -24.3% |
| 6M | +6.1% | +9.1% | -3.0% | -0.2% |
| YTD | +44.5% | +17.9% | +26.6% | +30.3% |
| 1Y | +176.6% | +3.2% | +173.4% | +164.2% |
| 3Y | +601.0% | -2.5% | +603.4% | +562.2% |
| 5Y | +509.1% | +17.6% | +491.5% | +415.9% |
| 10Y | +1,460.5% | +87.9% | +1,372.5% | +913.8% |
| All | -0.9% | +460.1% | -460.9% | -67.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling