+607.8%
CIEN vs MDT
+28.1%
+579.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.9% | +8.2% | +6.3% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -17.2% | +6.0% | -23.2% | -17.3% |
| 3M | -26.9% | +15.5% | -42.4% | -27.7% |
| 6M | +16.0% | +3.4% | +12.6% | +18.7% |
| YTD | +45.9% | -2.2% | +48.1% | +51.6% |
| 1Y | +186.8% | +2.6% | +184.2% | +194.2% |
| 3Y | +607.8% | +27.5% | +580.3% | +580.0% |
| All | +607.8% | +28.1% | +579.6% | +580.0% |
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