-14.7%
CIEN vs MET
+1,385.2%
-1,399.8%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.5% | +8.3% | +8.6% |
| 7D | +8.7% | 0.0% | +8.7% | +9.1% |
| 30D | -26.9% | +3.4% | -30.3% | -28.0% |
| 3M | -23.6% | +7.0% | -30.6% | -26.5% |
| 6M | -49.1% | +34.6% | -83.7% | -56.6% |
| YTD | +26.6% | +34.0% | -7.4% | +7.2% |
| 1Y | +42.7% | +35.9% | +6.8% | +20.1% |
| 3Y | +570.8% | +85.5% | +485.4% | +385.4% |
| 5Y | +386.4% | +87.8% | +298.7% | +245.1% |
| 10Y | +1,261.7% | +199.7% | +1,062.0% | +608.2% |
| All | -14.7% | +1,385.2% | -1,399.8% | -83.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling