+566.8%
CIEN vs MMM
+106.2%
+460.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -15.2% | -3.3% | -11.9% | -14.0% |
| 30D | -21.5% | -7.0% | -14.5% | -19.1% |
| 3M | -40.1% | +10.8% | -50.9% | -42.7% |
| 6M | -6.6% | +5.8% | -12.3% | -9.1% |
| YTD | +37.3% | +6.8% | +30.5% | +32.3% |
| 1Y | +174.5% | +10.4% | +164.2% | +160.2% |
| All | +566.8% | +106.2% | +460.6% | +420.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling