+30.4%
CIEN vs MP
-40.8%
+71.1%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.4% | +4.4% | +2.9% |
| 7D | -9.3% | -3.6% | -5.7% | -6.9% |
| 30D | -39.5% | -21.0% | -18.5% | -30.9% |
| 3M | -29.8% | -33.3% | +3.5% | -13.5% |
| 6M | -50.4% | -45.9% | -4.4% | -33.5% |
| YTD | +16.3% | -27.8% | +44.2% | +28.2% |
| 1Y | +30.4% | -43.2% | +73.5% | +62.4% |
| All | +30.4% | -40.8% | +71.1% | +62.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling