+110.1%
CIEN vs MNST
+742,691.6%
-742,581.5%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MNST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -9.3% | -3.9% | -5.4% | -8.8% |
| 30D | -39.5% | +3.9% | -43.4% | -40.1% |
| 3M | -29.8% | -0.8% | -29.0% | -30.1% |
| 6M | -50.4% | +5.1% | -55.4% | -51.2% |
| YTD | +16.3% | +18.3% | -1.9% | +11.9% |
| 1Y | +30.4% | +29.5% | +0.9% | +23.3% |
| 3Y | +516.6% | +64.0% | +452.5% | +453.6% |
| 5Y | +349.8% | +97.2% | +252.6% | +290.2% |
| 10Y | +1,184.7% | +328.4% | +856.3% | +873.8% |
| All | +110.1% | +742,691.6% | -742,581.5% | -47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MNST.
Daily Out/Under-Performance
Portfolio return minus MNST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MNST 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 MNST 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