+477.0%
CIEN vs MPC
+645.9%
-168.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.1% |
| 7D | -15.2% | +5.4% | -20.6% | -16.2% |
| 30D | -21.5% | +31.0% | -52.5% | -26.1% |
| 3M | -40.1% | +46.0% | -86.1% | -45.0% |
| 6M | -6.6% | +77.3% | -83.9% | -18.7% |
| YTD | +37.3% | +141.9% | -104.7% | +9.4% |
| 1Y | +174.5% | +120.9% | +53.6% | +124.4% |
| 3Y | +562.3% | +182.7% | +379.6% | +388.7% |
| All | +477.0% | +645.9% | -168.9% | +242.5% |
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