+355.8%
CIEN vs MKC
-35.5%
+391.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -4.5% |
| 7D | +15.3% | -3.0% | +18.2% | +14.9% |
| 30D | -22.0% | +4.8% | -26.8% | -21.7% |
| 3M | -36.6% | -12.8% | -23.8% | -36.5% |
| 6M | -51.5% | +5.0% | -56.5% | -51.6% |
| YTD | +20.0% | -29.1% | +49.0% | +23.2% |
| 1Y | +44.5% | -26.4% | +70.8% | +47.6% |
| 3Y | +539.0% | -21.6% | +560.7% | +525.5% |
| All | +355.8% | -35.5% | +391.3% | +401.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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