-3.9%
MCD vs CIEN
+49.1%
-53.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -9.3% | +15.8% | +5.9% |
| 7D | +11.9% | -25.0% | +36.9% | +10.2% |
| 30D | +20.2% | -30.1% | +50.4% | +18.2% |
| 3M | +5.2% | -33.8% | +39.0% | +3.3% |
| 6M | 0.0% | -49.4% | +49.5% | -2.1% |
| YTD | -6.5% | +16.4% | -22.9% | -5.4% |
| 1Y | -3.9% | +48.9% | -52.8% | -1.2% |
| All | -3.9% | +49.1% | -53.1% | -1.2% |
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