+304.6%
CIEN vs MDB
-44.1%
+348.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.7% | +2.7% | +4.9% |
| 7D | -24.1% | -11.4% | -12.7% | -21.8% |
| 30D | -45.5% | -13.8% | -31.7% | -43.3% |
| 3M | -39.7% | -15.5% | -24.3% | -37.8% |
| 6M | -57.8% | +17.9% | -75.7% | -60.3% |
| YTD | +4.1% | -25.5% | +29.5% | +6.9% |
| 1Y | +20.8% | -12.1% | +32.9% | +18.8% |
| 3Y | +463.1% | -5.9% | +469.0% | +406.6% |
| All | +304.6% | -44.1% | +348.6% | +258.5% |
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 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