+397.4%
CIEN vs MP
+281.3%
+116.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +6.6% | +4.0% | +9.4% |
| 7D | -5.3% | -1.6% | -3.7% | -4.7% |
| 30D | -40.1% | -18.2% | -21.9% | -37.6% |
| 3M | -34.7% | -26.1% | -8.6% | -30.9% |
| 6M | -50.9% | -44.0% | -6.8% | -45.6% |
| YTD | +15.2% | -25.3% | +40.4% | +21.6% |
| 1Y | +35.2% | -35.6% | +70.7% | +45.6% |
| 3Y | +522.6% | +147.1% | +375.5% | +403.4% |
| 5Y | +344.2% | -11.3% | +355.5% | +306.5% |
| All | +397.4% | +281.3% | +116.1% | +309.2% |
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