+592.2%
CIEN vs MTB
+112.6%
+479.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -4.6% | +1.1% | -5.6% | -5.1% |
| 30D | -12.8% | -4.6% | -8.2% | -11.1% |
| 3M | -23.1% | +6.3% | -29.3% | -25.7% |
| 6M | +6.1% | +15.6% | -9.5% | -1.9% |
| YTD | +44.5% | +20.6% | +24.0% | +29.7% |
| 1Y | +176.6% | +22.5% | +154.1% | +145.8% |
| All | +592.2% | +112.6% | +479.6% | +389.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling