-57.6%
CIEN vs MP
-49.8%
-7.8%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.0% | -9.2% | -11.3% |
| 7D | -34.0% | -19.0% | -15.0% | -24.0% |
| 30D | -48.0% | -30.5% | -17.5% | -34.6% |
| 3M | -43.5% | -29.6% | -14.0% | -31.1% |
| 6M | -57.6% | -50.4% | -7.2% | -37.3% |
| All | -57.6% | -49.8% | -7.8% | -37.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling