+607.8%
CIEN vs MDB
-5.6%
+613.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.5% | +9.8% | +7.0% |
| 7D | -5.3% | -18.0% | +12.7% | -2.0% |
| 30D | -17.2% | -10.7% | -6.5% | -15.9% |
| 3M | -26.9% | +1.0% | -27.8% | -27.7% |
| 6M | +16.0% | +31.6% | -15.6% | +6.2% |
| YTD | +45.9% | -15.2% | +61.1% | +47.0% |
| 1Y | +186.8% | +10.1% | +176.7% | +169.3% |
| 3Y | +607.8% | -5.6% | +613.4% | +522.2% |
| All | +607.8% | -5.6% | +613.4% | +522.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling