+607.8%
CIEN vs MET
+66.4%
+541.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.5% | +7.3% |
| 7D | -5.3% | +1.1% | -6.4% | -6.1% |
| 30D | -17.2% | -2.3% | -14.9% | -16.7% |
| 3M | -26.9% | +13.9% | -40.7% | -32.5% |
| 6M | +16.0% | +34.8% | -18.8% | -3.4% |
| YTD | +45.9% | +23.5% | +22.4% | +26.1% |
| 1Y | +186.8% | +23.4% | +163.4% | +146.6% |
| 3Y | +607.8% | +64.9% | +542.9% | +411.1% |
| All | +607.8% | +66.4% | +541.4% | +411.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling