-5.0%
MCD vs CIEN
+22.1%
-27.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.2% |
| 7D | +7.1% | -24.1% | +31.2% | +5.5% |
| 30D | +19.8% | -45.5% | +65.3% | +16.1% |
| 3M | +0.8% | -39.7% | +40.5% | -1.6% |
| 6M | -1.3% | -57.8% | +56.5% | -4.3% |
| YTD | -7.8% | +4.1% | -11.8% | -6.8% |
| 1Y | -5.0% | +20.8% | -25.8% | -2.4% |
| All | -5.0% | +22.1% | -27.0% | -2.4% |
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