+574.4%
CIEN vs MDT
+55.1%
+519.3%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | 0.0% | +8.8% | +8.8% |
| 7D | +8.7% | -3.2% | +11.9% | +7.9% |
| 30D | -26.9% | +10.5% | -37.4% | -25.2% |
| 3M | -23.6% | +13.0% | -36.6% | -21.5% |
| 6M | -49.1% | +38.7% | -87.8% | -49.2% |
| YTD | +26.6% | +8.5% | +18.1% | +35.4% |
| 1Y | +42.7% | +10.0% | +32.7% | +52.3% |
| All | +574.4% | +55.1% | +519.3% | +517.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling