-17.3%
MCD vs CIEN
+179.1%
-196.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.6% | -1.5% |
| 7D | -2.8% | -15.2% | +12.4% | -3.6% |
| 30D | -6.0% | -21.5% | +15.5% | -7.1% |
| 3M | -5.6% | -40.1% | +34.5% | -7.3% |
| 6M | -21.9% | -6.6% | -15.3% | -21.7% |
| YTD | -14.7% | +37.3% | -52.0% | -12.2% |
| 1Y | -17.3% | +174.5% | -191.8% | -6.6% |
| All | -17.3% | +179.1% | -196.4% | -6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CIEN.
Daily Out/Under-Performance
Portfolio return minus CIEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CIEN 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 1y: compounded portfolio wealth divided by compounded CIEN 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…
1y analysis · Full analysis span regression · 6 months rolling