-49.1%
CIEN vs MET
+34.0%
-83.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +9.1% |
| 7D | +8.7% | 0.0% | +8.7% | +7.5% |
| 30D | -26.9% | +3.4% | -30.3% | -25.0% |
| 3M | -23.6% | +7.0% | -30.6% | -18.2% |
| 6M | -49.1% | +34.6% | -83.7% | -34.2% |
| All | -49.1% | +34.0% | -83.1% | -34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling