+477.0%
CIEN vs MDB
-28.4%
+505.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.2% | +1.9% |
| 7D | -15.2% | -17.4% | +2.3% | -12.0% |
| 30D | -21.5% | -2.0% | -19.5% | -21.6% |
| 3M | -40.1% | -3.0% | -37.1% | -40.3% |
| 6M | -6.6% | +48.7% | -55.2% | -17.0% |
| YTD | +37.3% | -12.1% | +49.4% | +35.9% |
| 1Y | +174.5% | +14.5% | +160.0% | +154.8% |
| 3Y | +562.3% | -6.1% | +568.4% | +496.0% |
| All | +477.0% | -28.4% | +505.4% | +378.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling