+42.7%
CIEN vs MP
-42.0%
+84.7%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | +0.7% | +8.1% | +8.4% |
| 7D | +8.7% | +2.3% | +6.5% | +8.0% |
| 30D | -26.9% | -15.3% | -11.6% | -19.6% |
| 3M | -23.6% | -33.5% | +9.9% | -5.7% |
| 6M | -49.1% | -45.5% | -3.6% | -32.0% |
| YTD | +26.6% | -27.3% | +53.9% | +38.9% |
| 1Y | +42.7% | -40.7% | +83.4% | +74.3% |
| All | +42.7% | -42.0% | +84.7% | +74.3% |
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