+29.0%
CIEN vs MPC
+105.0%
-76.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.7% | +4.6% | +6.1% | +10.5% |
| 7D | -5.3% | -9.4% | +4.1% | -5.7% |
| 30D | -40.1% | -14.3% | -25.8% | -40.7% |
| 3M | -34.7% | +31.1% | -65.8% | -32.0% |
| 6M | -50.9% | +60.3% | -111.1% | -46.8% |
| YTD | +15.2% | +142.5% | -127.4% | +38.8% |
| All | +29.0% | +105.0% | -76.0% | +65.3% |
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