+174.5%
CIEN vs MDT
+5.4%
+169.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | 0.0% | +1.6% |
| 7D | -15.2% | +3.2% | -18.4% | -14.0% |
| 30D | -21.5% | +9.5% | -31.0% | -18.5% |
| 3M | -40.1% | +16.0% | -56.0% | -36.4% |
| 6M | -6.6% | +0.2% | -6.8% | +6.3% |
| YTD | +37.3% | -0.3% | +37.5% | +57.5% |
| 1Y | +174.5% | +4.7% | +169.8% | +230.1% |
| All | +174.5% | +5.4% | +169.2% | +230.1% |
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