+1,188.7%
CIEN vs MPC
+1,165.8%
+22.9%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +9.5% |
| 7D | -5.3% | -9.4% | +4.1% | -2.7% |
| 30D | -40.1% | -14.3% | -25.8% | -37.8% |
| 3M | -34.7% | +31.1% | -65.8% | -39.1% |
| 6M | -50.9% | +60.3% | -111.1% | -56.6% |
| YTD | +15.2% | +142.5% | -127.4% | -9.6% |
| 1Y | +35.2% | +104.6% | -69.4% | +10.9% |
| 3Y | +522.6% | +191.7% | +330.9% | +355.9% |
| 5Y | +344.2% | +549.2% | -205.0% | +160.1% |
| 10Y | +1,188.7% | +1,106.2% | +82.4% | +478.2% |
| All | +1,188.7% | +1,165.8% | +22.9% | +478.2% |
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