-51.5%
CIEN vs MTB
+7.5%
-59.0%
-63.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.4% |
| 7D | +15.3% | +1.5% | +13.7% | +15.8% |
| 30D | -22.0% | +2.3% | -24.3% | -21.0% |
| 3M | -36.6% | -12.1% | -24.5% | -40.0% |
| 6M | -51.5% | +9.8% | -61.3% | -54.2% |
| All | -51.5% | +7.5% | -59.0% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling