+492.8%
CIEN vs MP
+450.8%
+42.0%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.9% |
| 7D | -15.2% | -2.9% | -12.3% | -14.7% |
| 30D | -21.5% | +13.8% | -35.3% | -23.4% |
| 3M | -40.1% | -16.7% | -23.4% | -38.4% |
| 6M | -6.6% | -11.5% | +4.9% | -5.0% |
| YTD | +37.3% | +7.9% | +29.3% | +35.2% |
| 1Y | +174.5% | -15.0% | +189.6% | +176.0% |
| 3Y | +562.3% | +153.5% | +408.8% | +426.7% |
| 5Y | +463.9% | +58.7% | +405.3% | +372.3% |
| All | +492.8% | +450.8% | +42.0% | +355.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling