+211.3%
MCD vs CIEN
+1,252.1%
-1,040.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -8.9% | +1.0% |
| 7D | +5.9% | -5.3% | +11.2% | +6.1% |
| 30D | +19.6% | -40.1% | +59.8% | +23.7% |
| 3M | +3.3% | -34.7% | +38.0% | +5.5% |
| 6M | +3.5% | -50.9% | +54.3% | +7.7% |
| YTD | -6.1% | +15.2% | -21.3% | -12.1% |
| 1Y | -3.7% | +35.2% | -38.8% | -12.0% |
| 3Y | +13.4% | +522.6% | -509.2% | -20.6% |
| 5Y | +25.2% | +344.2% | -319.1% | -8.8% |
| 10Y | +211.3% | +1,188.7% | -977.4% | +93.0% |
| All | +211.3% | +1,252.1% | -1,040.8% | +93.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling