+463.1%
CIEN vs MP
+114.3%
+348.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.5% | +4.4% |
| 7D | -24.1% | -10.5% | -13.6% | -22.2% |
| 30D | -45.5% | -23.5% | -21.9% | -42.3% |
| 3M | -39.7% | -25.4% | -14.3% | -36.0% |
| 6M | -57.8% | -51.3% | -6.5% | -52.1% |
| YTD | +4.1% | -29.9% | +34.0% | +12.2% |
| 1Y | +20.8% | -31.8% | +52.7% | +30.9% |
| 3Y | +463.1% | +127.0% | +336.2% | +373.7% |
| All | +463.1% | +114.3% | +348.8% | +373.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling