+1,206.6%
CIEN vs MPC
+1,165.7%
+41.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.3% |
| 7D | +27.4% | +9.4% | +18.0% | +24.7% |
| 30D | -26.6% | -13.4% | -13.1% | -23.9% |
| 3M | -32.0% | +18.9% | -50.8% | -34.9% |
| 6M | -49.1% | +64.9% | -114.0% | -55.3% |
| YTD | +25.7% | +156.8% | -131.1% | -2.7% |
| 1Y | +40.3% | +113.2% | -72.9% | +14.0% |
| 3Y | +566.2% | +201.8% | +364.4% | +384.0% |
| 5Y | +378.7% | +601.4% | -222.6% | +175.1% |
| All | +1,206.6% | +1,165.7% | +41.0% | +472.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling