+174.5%
CIEN vs MPC
+120.1%
+54.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -15.2% | +5.4% | -20.6% | -14.9% |
| 30D | -21.5% | +31.0% | -52.5% | -20.1% |
| 3M | -40.1% | +46.0% | -86.1% | -38.5% |
| 6M | -6.6% | +77.3% | -83.9% | -3.0% |
| YTD | +37.3% | +141.9% | -104.7% | +40.8% |
| 1Y | +174.5% | +120.9% | +53.6% | +211.8% |
| All | +174.5% | +120.1% | +54.5% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling