+304.6%
CIEN vs MMM
+44.4%
+260.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.8% | +6.0% |
| 7D | -24.1% | +6.2% | -30.3% | -26.4% |
| 30D | -45.5% | +14.2% | -59.7% | -49.0% |
| 3M | -39.7% | +2.9% | -42.6% | -40.8% |
| 6M | -57.8% | +27.6% | -85.4% | -62.8% |
| YTD | +4.1% | +17.3% | -13.2% | -4.9% |
| 1Y | +20.8% | +15.1% | +5.7% | +11.4% |
| 3Y | +463.1% | +157.1% | +306.0% | +256.7% |
| All | +304.6% | +44.4% | +260.1% | +215.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling