+147.9%
CIEN vs MKC
+1,470.4%
-1,322.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.4% |
| 7D | -15.2% | -5.9% | -9.3% | -13.4% |
| 30D | -21.5% | -0.9% | -20.6% | -21.4% |
| 3M | -40.1% | +12.7% | -52.8% | -43.1% |
| 6M | -6.6% | -19.3% | +12.7% | -1.2% |
| YTD | +37.3% | -22.2% | +59.4% | +46.1% |
| 1Y | +174.5% | -23.3% | +197.9% | +192.3% |
| 3Y | +562.3% | -30.0% | +592.3% | +608.9% |
| 5Y | +463.9% | -33.8% | +497.7% | +505.1% |
| 10Y | +1,302.4% | +24.4% | +1,277.9% | +1,026.3% |
| All | +147.9% | +1,470.4% | -1,322.5% | -1.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling