+1,500.5%
CIEN vs MTCH
+208.0%
+1,292.4%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +1.4% | +3.1% | +4.2% |
| 7D | +8.9% | +1.3% | +7.6% | +8.6% |
| 30D | -19.1% | +15.9% | -35.0% | -21.8% |
| 3M | -21.5% | +23.3% | -44.8% | -25.4% |
| 6M | +2.8% | +40.1% | -37.3% | -5.4% |
| YTD | +49.5% | +33.6% | +15.9% | +38.3% |
| 1Y | +163.8% | +14.1% | +149.7% | +152.6% |
| 3Y | +615.8% | +1.4% | +614.4% | +583.7% |
| 5Y | +548.4% | -73.1% | +621.5% | +679.4% |
| All | +1,500.5% | +208.0% | +1,292.4% | +989.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 10y: compounded portfolio wealth divided by compounded MTCH 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…
10y analysis · Full analysis span regression · 6 months rolling