+163.5%
CIEN vs MTCH
+3,054.4%
-2,890.9%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.0% |
| 7D | -5.3% | -1.8% | -3.5% | -4.6% |
| 30D | -17.2% | +10.4% | -27.7% | -21.1% |
| 3M | -26.9% | +21.0% | -47.9% | -33.6% |
| 6M | +16.0% | +36.6% | -20.6% | -0.8% |
| YTD | +45.9% | +29.7% | +16.3% | +26.2% |
| 1Y | +186.8% | +8.6% | +178.2% | +166.8% |
| 3Y | +607.8% | -2.7% | +610.5% | +549.3% |
| 5Y | +506.7% | -72.9% | +579.7% | +786.8% |
| 10Y | +1,438.7% | +185.0% | +1,253.7% | +408.1% |
| All | +163.5% | +3,054.4% | -2,890.9% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling