+161.0%
CIEN vs MRSH
+1,756.3%
-1,595.3%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.1% | +0.3% |
| 7D | -4.6% | -5.9% | +1.3% | -1.2% |
| 30D | -12.8% | -7.3% | -5.5% | -9.3% |
| 3M | -23.1% | +7.4% | -30.5% | -28.3% |
| 6M | +6.1% | -0.7% | +6.8% | +1.4% |
| YTD | +44.5% | -3.2% | +47.7% | +37.8% |
| 1Y | +176.6% | -10.6% | +187.2% | +173.9% |
| 3Y | +601.0% | -4.6% | +605.5% | +550.9% |
| 5Y | +509.1% | +19.3% | +489.8% | +385.3% |
| 10Y | +1,460.5% | +217.3% | +1,243.2% | +533.8% |
| All | +161.0% | +1,756.3% | -1,595.3% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling