+1,500.5%
CIEN vs MTB
+173.8%
+1,326.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.3% | +4.1% | +4.4% |
| 7D | +8.9% | 0.0% | +8.9% | +8.9% |
| 30D | -19.1% | -4.8% | -14.3% | -17.7% |
| 3M | -21.5% | +6.0% | -27.4% | -23.6% |
| 6M | +2.8% | +19.6% | -16.8% | -4.5% |
| YTD | +49.5% | +21.5% | +28.0% | +37.3% |
| 1Y | +163.8% | +24.7% | +139.1% | +139.7% |
| 3Y | +615.8% | +108.6% | +507.3% | +436.1% |
| 5Y | +548.4% | +106.7% | +441.7% | +375.3% |
| All | +1,500.5% | +173.8% | +1,326.6% | +784.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling