+87.9%
CIEN vs MMM
+1,069.5%
-981.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.4% | +6.8% | +6.4% |
| 7D | -24.1% | +6.2% | -30.3% | -27.8% |
| 30D | -45.5% | +14.2% | -59.7% | -50.9% |
| 3M | -39.7% | +2.9% | -42.6% | -41.8% |
| 6M | -57.8% | +27.6% | -85.4% | -65.0% |
| YTD | +4.1% | +17.3% | -13.2% | -9.6% |
| 1Y | +20.8% | +15.1% | +5.7% | +6.3% |
| 3Y | +463.1% | +157.1% | +306.0% | +171.9% |
| 5Y | +302.3% | +45.1% | +257.2% | +182.1% |
| 10Y | +1,164.4% | +83.9% | +1,080.5% | +591.2% |
| All | +87.9% | +1,069.5% | -981.6% | -63.5% |
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 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