+147.9%
CIEN vs MTB
+1,518.6%
-1,370.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.2% |
| 7D | -15.2% | +1.7% | -16.9% | -16.1% |
| 30D | -21.5% | -4.2% | -17.3% | -19.8% |
| 3M | -40.1% | +8.9% | -48.9% | -43.1% |
| 6M | -6.6% | +10.9% | -17.4% | -12.3% |
| YTD | +37.3% | +21.5% | +15.8% | +21.9% |
| 1Y | +174.5% | +21.9% | +152.6% | +142.8% |
| 3Y | +562.3% | +109.2% | +453.0% | +333.5% |
| 5Y | +463.9% | +102.0% | +362.0% | +255.8% |
| 10Y | +1,302.4% | +171.9% | +1,130.4% | +540.7% |
| All | +147.9% | +1,518.6% | -1,370.7% | -62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling