+8.6%
MCD vs CIEN
+538.9%
-530.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.6% | +4.0% | -0.8% |
| 7D | -1.6% | +15.3% | -16.9% | -1.2% |
| 30D | +14.1% | -22.0% | +36.1% | +13.5% |
| 3M | +0.6% | -36.6% | +37.2% | -0.3% |
| 6M | 0.0% | -51.5% | +51.5% | -0.8% |
| YTD | -9.3% | +20.0% | -29.2% | -9.7% |
| 1Y | -9.3% | +44.5% | -53.8% | -9.7% |
| 3Y | +8.6% | +539.0% | -530.4% | +1.4% |
| All | +8.6% | +538.9% | -530.3% | +1.4% |
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 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