+116.6%
CIEN vs MTB
+1,392.2%
-1,275.6%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.9% |
| 7D | +15.3% | +1.5% | +13.7% | +14.4% |
| 30D | -22.0% | +2.3% | -24.3% | -23.0% |
| 3M | -36.6% | -12.1% | -24.5% | -32.6% |
| 6M | -51.5% | +9.8% | -61.3% | -54.3% |
| YTD | +20.0% | +12.0% | +8.0% | +10.9% |
| 1Y | +44.5% | +22.0% | +22.4% | +27.5% |
| 3Y | +539.0% | +107.6% | +431.4% | +320.6% |
| 5Y | +356.8% | +61.9% | +295.0% | +225.3% |
| 10Y | +1,190.4% | +116.3% | +1,074.1% | +571.2% |
| All | +116.6% | +1,392.2% | -1,275.6% | -65.5% |
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 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