+1,478.7%
CIEN vs MDB
+986.0%
+492.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.1% |
| 7D | -4.6% | -4.5% | 0.0% | -3.8% |
| 30D | -12.8% | -14.0% | +1.2% | -10.7% |
| 3M | -23.1% | +5.3% | -28.4% | -24.7% |
| 6M | +6.1% | +31.9% | -25.8% | -2.5% |
| YTD | +44.5% | -14.6% | +59.1% | +43.6% |
| 1Y | +176.6% | +8.2% | +168.4% | +160.6% |
| 3Y | +601.0% | -5.0% | +606.0% | +536.0% |
| 5Y | +509.1% | -24.5% | +533.7% | +424.3% |
| All | +1,478.7% | +986.0% | +492.7% | +762.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 10y: compounded portfolio wealth divided by compounded MDB 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…
10y analysis · Full analysis span regression · 6 months rolling