+326.2%
CIEN vs MP
+240.8%
+85.4%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.0% | -9.2% | -14.1% |
| 7D | -34.0% | -19.0% | -15.0% | -31.1% |
| 30D | -48.0% | -30.5% | -17.5% | -44.2% |
| 3M | -43.5% | -29.6% | -14.0% | -39.7% |
| 6M | -57.6% | -50.4% | -7.2% | -52.1% |
| YTD | -1.3% | -33.2% | +31.9% | +6.3% |
| 1Y | +17.9% | -38.6% | +56.5% | +28.3% |
| 3Y | +425.8% | +105.5% | +320.3% | +338.6% |
| 5Y | +281.5% | -7.8% | +289.3% | +252.0% |
| All | +326.2% | +240.8% | +85.4% | +257.8% |
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