+157.6%
CIEN vs MET
+25.8%
+131.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.2% | -0.7% |
| 7D | +5.4% | -2.5% | +7.9% | +4.8% |
| 30D | -13.7% | 0.0% | -13.6% | -13.5% |
| 3M | -23.0% | +13.1% | -36.1% | -21.8% |
| 6M | -0.8% | +39.0% | -39.8% | -1.0% |
| YTD | +43.1% | +25.2% | +17.9% | +40.9% |
| 1Y | +157.6% | +25.6% | +132.0% | +156.5% |
| All | +157.6% | +25.8% | +131.8% | +156.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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