+10.5%
MCD vs CIEN
+454.9%
-444.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.4% |
| 7D | +7.1% | -24.1% | +31.2% | +6.3% |
| 30D | +19.8% | -45.5% | +65.3% | +18.0% |
| 3M | +0.8% | -39.7% | +40.5% | -0.4% |
| 6M | -1.3% | -57.8% | +56.5% | -2.6% |
| YTD | -7.8% | +4.1% | -11.8% | -8.6% |
| 1Y | -5.0% | +20.8% | -25.8% | -5.8% |
| 3Y | +10.5% | +463.1% | -452.6% | +3.1% |
| All | +10.5% | +454.9% | -444.4% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling