+418.1%
CIEN vs MP
+291.5%
+126.6%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.5% | -8.1% | -5.2% |
| 7D | +15.3% | +9.5% | +5.8% | +13.3% |
| 30D | -22.0% | -3.0% | -19.0% | -21.3% |
| 3M | -36.6% | -30.4% | -6.3% | -32.2% |
| 6M | -51.5% | -39.2% | -12.3% | -47.1% |
| YTD | +20.0% | -23.3% | +43.2% | +25.9% |
| 1Y | +44.5% | -32.6% | +77.1% | +54.4% |
| 3Y | +539.0% | +159.3% | +379.8% | +412.1% |
| 5Y | +356.8% | -16.4% | +373.3% | +318.7% |
| All | +418.1% | +291.5% | +126.6% | +323.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling