+147.9%
CIEN vs MDY
+1,867.3%
-1,719.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +0.9% |
| 7D | -15.2% | +0.1% | -15.3% | -15.5% |
| 30D | -21.5% | -1.5% | -20.0% | -19.5% |
| 3M | -40.1% | +0.8% | -40.8% | -40.2% |
| 6M | -6.6% | +7.4% | -14.0% | -13.7% |
| YTD | +37.3% | +15.2% | +22.1% | +14.4% |
| 1Y | +174.5% | +16.5% | +158.0% | +126.5% |
| 3Y | +562.3% | +46.8% | +515.5% | +299.1% |
| 5Y | +463.9% | +46.0% | +417.9% | +231.6% |
| 10Y | +1,302.4% | +172.1% | +1,130.3% | +174.8% |
| All | +147.9% | +1,867.3% | -1,719.4% | -97.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling