+48.9%
CIEN vs MTB
+27.0%
+21.9%
-56.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +1.2% | -10.4% | -9.2% |
| 7D | -25.0% | +2.0% | -27.1% | -24.9% |
| 30D | -30.1% | +2.9% | -33.1% | -29.9% |
| 3M | -33.8% | -10.7% | -23.1% | -33.6% |
| 6M | -49.4% | +6.3% | -55.8% | -50.5% |
| YTD | +16.4% | +13.8% | +2.6% | +11.6% |
| 1Y | +48.9% | +27.7% | +21.1% | +42.0% |
| All | +48.9% | +27.0% | +21.9% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling