+509.1%
CIEN vs MTB
+103.4%
+405.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -23.1% | +6.3% | -29.3% | -25.3% |
| 6M | +6.1% | +15.6% | -9.5% | -0.7% |
| YTD | +44.5% | +20.6% | +24.0% | +32.2% |
| 1Y | +176.6% | +22.5% | +154.1% | +150.9% |
| 3Y | +601.0% | +114.4% | +486.5% | +414.4% |
| 5Y | +509.1% | +101.9% | +407.2% | +354.7% |
| All | +509.1% | +103.4% | +405.7% | +354.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling