+157.6%
CIEN vs MDT
+0.4%
+157.3%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -1.1% |
| 7D | +5.4% | -1.6% | +7.0% | +4.7% |
| 30D | -13.7% | +1.0% | -14.7% | -13.1% |
| 3M | -23.0% | +15.2% | -38.2% | -19.6% |
| 6M | -0.8% | +3.7% | -4.5% | +10.3% |
| YTD | +43.1% | -3.0% | +46.0% | +63.1% |
| 1Y | +157.6% | +2.5% | +155.2% | +206.4% |
| All | +157.6% | +0.4% | +157.3% | +206.4% |
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