+48.9%
CIEN vs MDT
+20.2%
+28.6%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +6.1% | -15.4% | -4.7% |
| 7D | -25.0% | +10.7% | -35.8% | -18.7% |
| 30D | -30.1% | +19.3% | -49.5% | -20.1% |
| 3M | -33.8% | +22.8% | -56.5% | -23.4% |
| 6M | -49.4% | +36.4% | -85.8% | -40.3% |
| YTD | +16.4% | +12.1% | +4.3% | +54.0% |
| 1Y | +48.9% | +19.9% | +28.9% | +92.3% |
| All | +48.9% | +20.2% | +28.6% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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