+176.6%
CIEN vs MDB
+10.8%
+165.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.6% | -1.0% |
| 7D | -4.6% | -4.5% | 0.0% | -4.3% |
| 30D | -12.8% | -14.0% | +1.2% | -11.7% |
| 3M | -23.1% | +5.3% | -28.4% | -23.2% |
| 6M | +6.1% | +31.9% | -25.8% | +1.7% |
| YTD | +44.5% | -14.6% | +59.1% | +56.3% |
| 1Y | +176.6% | +8.2% | +168.4% | +178.1% |
| All | +176.6% | +10.8% | +165.8% | +178.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling