+108.0%
CIEN vs MMM
+1,091.5%
-983.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +1.9% | +8.8% | +9.4% |
| 7D | -5.3% | +5.8% | -11.0% | -9.4% |
| 30D | -40.1% | +17.9% | -58.0% | -47.0% |
| 3M | -34.7% | +3.6% | -38.3% | -37.1% |
| 6M | -50.9% | +32.9% | -83.8% | -60.4% |
| YTD | +15.2% | +19.5% | -4.3% | -1.0% |
| 1Y | +35.2% | +16.5% | +18.6% | +18.1% |
| 3Y | +522.6% | +167.2% | +355.4% | +193.3% |
| 5Y | +344.2% | +48.2% | +296.0% | +207.5% |
| 10Y | +1,188.7% | +83.0% | +1,105.6% | +608.7% |
| All | +108.0% | +1,091.5% | -983.5% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling