+1,500.5%
CIEN vs MRSH
+218.8%
+1,281.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +8.9% | -4.8% | +13.6% | +10.7% |
| 30D | -19.1% | -6.3% | -12.8% | -17.4% |
| 3M | -21.5% | +5.8% | -27.3% | -24.8% |
| 6M | +2.8% | +2.8% | 0.0% | -1.6% |
| YTD | +49.5% | -3.1% | +52.6% | +45.1% |
| 1Y | +163.8% | -11.3% | +175.1% | +166.9% |
| 3Y | +615.8% | -5.0% | +620.8% | +576.2% |
| 5Y | +548.4% | +19.2% | +529.2% | +420.3% |
| All | +1,500.5% | +218.8% | +1,281.6% | +567.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MRSH.
Daily Out/Under-Performance
Portfolio return minus MRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MRSH 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 10y: compounded portfolio wealth divided by compounded MRSH 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…
10y analysis · Full analysis span regression · 6 months rolling