-26.9%
CIEN vs MTCH
+20.8%
-47.7%
-35.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +5.5% |
| 7D | -5.3% | -1.8% | -3.5% | -6.0% |
| 30D | -17.2% | +10.4% | -27.7% | -13.8% |
| 3M | -26.9% | +21.0% | -47.9% | -17.7% |
| All | -26.9% | +20.8% | -47.7% | -17.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling