+1,707.4%
CIEN vs MPC
+2,977.1%
-1,269.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | -15.2% | +5.4% | -20.6% | -16.5% |
| 30D | -21.5% | +31.0% | -52.5% | -27.6% |
| 3M | -40.1% | +46.0% | -86.1% | -46.6% |
| 6M | -6.6% | +77.3% | -83.9% | -22.1% |
| YTD | +37.3% | +141.9% | -104.7% | +3.5% |
| 1Y | +174.5% | +120.9% | +53.6% | +112.5% |
| 3Y | +562.3% | +182.7% | +379.6% | +364.1% |
| 5Y | +463.9% | +646.4% | -182.5% | +185.8% |
| 10Y | +1,302.4% | +1,138.7% | +163.6% | +422.1% |
| All | +1,707.4% | +2,977.1% | -1,269.7% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling