+585.2%
CIEN vs MTCH
-2.2%
+587.4%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.1% |
| 7D | +5.4% | -1.4% | +6.8% | +5.6% |
| 30D | -13.7% | +13.6% | -27.3% | -15.5% |
| 3M | -23.0% | +22.4% | -45.4% | -26.0% |
| 6M | -0.8% | +37.2% | -38.0% | -7.3% |
| YTD | +43.1% | +31.8% | +11.3% | +34.5% |
| 1Y | +157.6% | +12.9% | +144.7% | +150.6% |
| All | +585.2% | -2.2% | +587.4% | +567.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling