+2,280.0%
MCD vs CIEN
+110.7%
+2,169.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CIEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.5% | -6.0% | -0.8% |
| 7D | +7.1% | -24.1% | +31.2% | +8.6% |
| 30D | +19.8% | -45.5% | +65.3% | +23.4% |
| 3M | +0.8% | -39.7% | +40.5% | +2.9% |
| 6M | -1.3% | -57.8% | +56.5% | +2.3% |
| YTD | -7.8% | +4.1% | -11.8% | -10.0% |
| 1Y | -5.0% | +20.8% | -25.8% | -8.3% |
| 3Y | +10.5% | +463.1% | -452.6% | -4.7% |
| 5Y | +22.0% | +302.3% | -280.3% | +6.6% |
| 10Y | +216.7% | +1,164.4% | -947.7% | +156.2% |
| All | +2,280.0% | +110.7% | +2,169.2% | +1,575.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling