+402.5%
CIEN vs MP
+268.3%
+134.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +1.7% |
| 7D | -9.3% | -3.6% | -5.7% | -8.5% |
| 30D | -39.5% | -21.0% | -18.5% | -36.6% |
| 3M | -29.8% | -33.3% | +3.5% | -24.3% |
| 6M | -50.4% | -45.9% | -4.4% | -44.7% |
| YTD | +16.3% | -27.8% | +44.2% | +23.6% |
| 1Y | +30.4% | -43.2% | +73.5% | +43.0% |
| 3Y | +516.6% | +144.0% | +372.5% | +400.0% |
| 5Y | +349.8% | -6.1% | +355.9% | +311.5% |
| All | +402.5% | +268.3% | +134.2% | +316.0% |
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