+1,460.5%
CIEN vs MMM
+51.9%
+1,408.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.9% | +0.9% | 0.0% |
| 7D | -4.6% | -2.6% | -2.0% | -3.3% |
| 30D | -12.8% | -9.3% | -3.5% | -8.4% |
| 3M | -23.1% | +5.6% | -28.6% | -25.5% |
| 6M | +6.1% | +9.5% | -3.4% | +0.7% |
| YTD | +44.5% | +4.1% | +40.4% | +39.8% |
| 1Y | +176.6% | +9.4% | +167.2% | +159.9% |
| 3Y | +601.0% | +101.0% | +500.0% | +370.9% |
| 5Y | +509.1% | +26.1% | +483.0% | +422.3% |
| 10Y | +1,460.5% | +54.7% | +1,405.7% | +946.6% |
| All | +1,460.5% | +51.9% | +1,408.5% | +946.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 10y: compounded portfolio wealth divided by compounded MMM 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…
10y analysis · Full analysis span regression · 6 months rolling