+585.2%
CIEN vs MDY
+47.3%
+537.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.5% |
| 7D | +5.4% | -2.5% | +7.9% | +9.6% |
| 30D | -13.7% | -5.0% | -8.6% | -6.1% |
| 3M | -23.0% | +0.5% | -23.5% | -22.9% |
| 6M | -0.8% | +8.0% | -8.8% | -9.7% |
| YTD | +43.1% | +12.2% | +30.9% | +23.6% |
| 1Y | +157.6% | +14.0% | +143.6% | +119.3% |
| All | +585.2% | +47.3% | +537.9% | +343.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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