+1,206.6%
CIEN vs MMM
+75.7%
+1,130.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | +27.4% | -0.8% | +28.2% | +27.9% |
| 30D | -26.6% | +14.4% | -41.0% | -31.9% |
| 3M | -32.0% | +1.8% | -33.7% | -33.2% |
| 6M | -49.1% | +31.3% | -80.4% | -56.4% |
| YTD | +25.7% | +18.0% | +7.7% | +13.2% |
| 1Y | +40.3% | +10.9% | +29.4% | +30.5% |
| 3Y | +566.2% | +160.6% | +405.6% | +288.3% |
| 5Y | +378.7% | +44.5% | +334.2% | +280.3% |
| All | +1,206.6% | +75.7% | +1,130.9% | +775.5% |
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