+1,158.0%
CIEN vs MDB
+892.0%
+265.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.0% | +9.7% |
| 7D | -5.3% | -0.9% | -4.4% | -4.8% |
| 30D | -40.1% | -15.2% | -24.9% | -37.7% |
| 3M | -34.7% | -17.9% | -16.8% | -32.4% |
| 6M | -50.9% | +9.3% | -60.2% | -52.7% |
| YTD | +15.2% | -22.0% | +37.2% | +16.8% |
| 1Y | +35.2% | -9.3% | +44.5% | +32.3% |
| 3Y | +522.6% | -10.4% | +533.0% | +474.4% |
| 5Y | +344.2% | -43.2% | +387.5% | +305.0% |
| All | +1,158.0% | +892.0% | +265.9% | +601.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling