+304.6%
CIEN vs MPC
+527.1%
-222.5%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.2% | +6.7% | +5.7% |
| 7D | -24.1% | -16.2% | -7.9% | -20.9% |
| 30D | -45.5% | -15.7% | -29.8% | -43.5% |
| 3M | -39.7% | +24.9% | -64.6% | -42.9% |
| 6M | -57.8% | +52.7% | -110.5% | -61.9% |
| YTD | +4.1% | +131.9% | -127.8% | -17.1% |
| 1Y | +20.8% | +96.6% | -75.8% | +1.0% |
| 3Y | +463.1% | +163.8% | +299.4% | +317.5% |
| All | +304.6% | +527.1% | -222.5% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling