-7.5%
CIEN vs MET
+1,300.1%
-1,307.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.9% |
| 7D | -15.2% | +1.2% | -16.3% | -15.8% |
| 30D | -21.5% | +1.4% | -22.9% | -22.3% |
| 3M | -40.1% | +17.7% | -57.8% | -45.2% |
| 6M | -6.6% | +35.0% | -41.6% | -20.2% |
| YTD | +37.3% | +26.3% | +11.0% | +19.9% |
| 1Y | +174.5% | +22.8% | +151.7% | +142.4% |
| 3Y | +562.3% | +65.9% | +496.3% | +406.5% |
| 5Y | +463.9% | +85.4% | +378.6% | +303.1% |
| 10Y | +1,302.4% | +253.7% | +1,048.7% | +573.9% |
| All | -7.5% | +1,300.1% | -1,307.6% | -81.3% |
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