+304.6%
CIEN vs MP
-5.6%
+310.2%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.9% | +0.5% | +4.3% |
| 7D | -24.1% | -10.5% | -13.6% | -21.9% |
| 30D | -45.5% | -23.5% | -21.9% | -41.9% |
| 3M | -39.7% | -25.4% | -14.3% | -35.6% |
| 6M | -57.8% | -51.3% | -6.5% | -51.0% |
| YTD | +4.1% | -29.9% | +34.0% | +12.5% |
| 1Y | +20.8% | -31.8% | +52.7% | +31.2% |
| 3Y | +463.1% | +127.0% | +336.2% | +323.7% |
| All | +304.6% | -5.6% | +310.2% | +271.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling