-1.3%
MCD vs CIEN
-56.8%
+55.5%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | 0.0% |
| 7D | +7.1% | -24.1% | +31.2% | +4.5% |
| 30D | +19.8% | -45.5% | +65.3% | +13.9% |
| 3M | +0.8% | -39.7% | +40.5% | -3.1% |
| 6M | -1.3% | -57.8% | +56.5% | -6.7% |
| All | -1.3% | -56.8% | +55.5% | -6.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling