-3.5%
MCD vs CIEN
+30.2%
-33.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.7% | -8.9% | +2.4% |
| 7D | +5.9% | -5.3% | +11.2% | +5.7% |
| 30D | +19.6% | -40.1% | +59.8% | +16.7% |
| 3M | +3.3% | -34.7% | +38.0% | +1.3% |
| 6M | +3.5% | -50.9% | +54.3% | +1.1% |
| YTD | -6.1% | +15.2% | -21.3% | -4.6% |
| All | -3.5% | +30.2% | -33.7% | -0.7% |
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