+186.8%
CIEN vs MPC
+124.8%
+62.0%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.3% | +4.0% | +6.5% |
| 7D | -5.3% | +3.9% | -9.1% | -5.1% |
| 30D | -17.2% | +33.8% | -51.0% | -15.7% |
| 3M | -26.9% | +49.9% | -76.7% | -24.9% |
| 6M | +16.0% | +80.9% | -64.9% | +20.5% |
| YTD | +45.9% | +147.4% | -101.5% | +49.9% |
| 1Y | +186.8% | +123.2% | +63.6% | +224.0% |
| All | +186.8% | +124.8% | +62.0% | +224.0% |
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